OverviewChartNewsTraderScreen

UBS Call 65 MBG 17.06.2024/  CH1223935243  /

Frankfurt Zert./UBS
2024-06-11  3:05:12 PM Chg.-0.011 Bid3:19:14 PM Ask- Underlying Strike price Expiration date Option type
0.113EUR -8.87% 0.117
Bid Size: 100,000		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 65.00 - 2024-06-17 Call
 

Master data

WKN: UK8JJC
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 52.84
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.05
Implied volatility: 0.28
Historic volatility: 0.20
Parity: 0.05
Time value: 0.07
Break-even: 66.24
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.94
Spread abs.: 0.00
Spread %: -3.13%
Delta: 0.60
Theta: -0.08
Omega: 31.77
Rho: 0.01
 

Quote data

Open: 0.136
High: 0.141
Low: 0.107
Previous Close: 0.124
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.16%
1 Month
  -71.75%
3 Months
  -86.55%
YTD
  -59.64%
1 Year
  -91.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.151 0.114
1M High / 1M Low: 0.490 0.114
6M High / 6M Low: 1.190 0.109
High (YTD): 2024-04-08 1.190
Low (YTD): 2024-01-22 0.109
52W High: 2023-06-16 1.590
52W Low: 2024-01-22 0.109
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.245
Avg. volume 1M:   0.000
Avg. price 6M:   0.536
Avg. volume 6M:   0.000
Avg. price 1Y:   0.636
Avg. volume 1Y:   0.000
Volatility 1M:   247.33%
Volatility 6M:   210.44%
Volatility 1Y:   179.33%
Volatility 3Y:   -