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UBS Call 65 MBG 17.06.2024/  CH1223935243  /

EUWAX
2024-05-29  8:07:56 AM Chg.-0.035 Bid11:53:47 AM Ask11:53:47 AM Underlying Strike price Expiration date Option type
0.207EUR -14.46% 0.168
Bid Size: 100,000		 0.178
Ask Size: 100,000		 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: 29.11
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.14
Implied volatility: 0.23
Historic volatility: 0.20
Parity: 0.14
Time value: 0.09
Break-even: 67.28
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 4.59%
Delta: 0.68
Theta: -0.04
Omega: 19.69
Rho: 0.02
 

Quote data

Open: 0.207
High: 0.207
Low: 0.207
Previous Close: 0.242
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.76%
1 Month
  -78.66%
3 Months
  -78.88%
YTD
  -26.07%
1 Year
  -83.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.242 0.159
1M High / 1M Low: 0.970 0.159
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:   0.208
Avg. volume 1W:   0.000
Avg. price 1M:   0.490
Avg. volume 1M:   0.000
Avg. price 6M:   0.550
Avg. volume 6M:   0.000
Avg. price 1Y:   0.680
Avg. volume 1Y:   0.000
Volatility 1M:   308.73%
Volatility 6M:   216.11%
Volatility 1Y:   180.44%
Volatility 3Y:   -