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UBS Call 65 MBG 17.06.2024/  DE000UL264E6  /

Frankfurt Zert./UBS
2024-05-15  7:33:49 PM Chg.-0.020 Bid2024-05-15 Ask2024-05-15 Underlying Strike price Expiration date Option type
0.480EUR -4.00% 0.480
Bid Size: 500		 0.510
Ask Size: 500		 MERCEDES-BENZ GROUP ... 65.00 EUR 2024-06-17 Call
 

Master data

WKN: UL264E
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 2024-06-17
Issue date: 2023-03-31
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 12.61
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.43
Implied volatility: 0.33
Historic volatility: 0.20
Parity: 0.43
Time value: 0.12
Break-even: 70.50
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 5.77%
Delta: 0.77
Theta: -0.04
Omega: 9.72
Rho: 0.04
 

Quote data

Open: 0.500
High: 0.570
Low: 0.480
Previous Close: 0.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.07%
1 Month
  -25.00%
3 Months  
+84.62%
YTD  
+174.29%
1 Year  
+4.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.410
1M High / 1M Low: 0.640 0.350
6M High / 6M Low: 0.680 0.074
High (YTD): 2024-04-08 0.680
Low (YTD): 2024-01-22 0.074
52W High: 2024-04-08 0.680
52W Low: 2024-01-22 0.074
Avg. price 1W:   0.440
Avg. volume 1W:   0.000
Avg. price 1M:   0.502
Avg. volume 1M:   0.000
Avg. price 6M:   0.315
Avg. volume 6M:   0.000
Avg. price 1Y:   0.367
Avg. volume 1Y:   0.000
Volatility 1M:   216.92%
Volatility 6M:   175.08%
Volatility 1Y:   144.87%
Volatility 3Y:   -