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UBS Call 65 MBG 17.06.2024/  CH1223935243  /

EUWAX
2024-06-04  8:07:49 AM Chg.-0.064 Bid8:15:23 PM Ask8:15:23 PM Underlying Strike price Expiration date Option type
0.196EUR -24.62% 0.155
Bid Size: 20,000		 -
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: 34.91
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.13
Implied volatility: 0.21
Historic volatility: 0.20
Parity: 0.13
Time value: 0.06
Break-even: 66.90
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.27
Spread abs.: -0.01
Spread %: -2.56%
Delta: 0.71
Theta: -0.04
Omega: 24.89
Rho: 0.02
 

Quote data

Open: 0.196
High: 0.196
Low: 0.196
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.01%
1 Month
  -69.85%
3 Months
  -80.20%
YTD
  -30.00%
1 Year
  -84.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.140
1M High / 1M Low: 0.860 0.140
6M High / 6M Low: 1.180 0.109
High (YTD): 2024-04-09 1.180
Low (YTD): 2024-01-22 0.109
52W High: 2023-06-16 1.590
52W Low: 2024-01-22 0.109
Avg. price 1W:   0.205
Avg. volume 1W:   0.000
Avg. price 1M:   0.372
Avg. volume 1M:   0.000
Avg. price 6M:   0.547
Avg. volume 6M:   0.000
Avg. price 1Y:   0.662
Avg. volume 1Y:   0.000
Volatility 1M:   384.99%
Volatility 6M:   232.11%
Volatility 1Y:   191.22%
Volatility 3Y:   -