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UBS Call 65 MBG 17.06.2024/  DE000UL264E6  /

Frankfurt Zert./UBS
2024-05-22  4:36:11 PM Chg.-0.030 Bid4:47:06 PM Ask4:47:06 PM Underlying Strike price Expiration date Option type
0.260EUR -10.34% 0.260
Bid Size: 10,000		 0.270
Ask Size: 10,000		 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: 20.88
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.18
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 0.18
Time value: 0.14
Break-even: 68.20
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 10.34%
Delta: 0.66
Theta: -0.04
Omega: 13.87
Rho: 0.03
 

Quote data

Open: 0.250
High: 0.270
Low: 0.250
Previous Close: 0.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -45.83%
1 Month
  -54.39%
3 Months
  -38.10%
YTD  
+48.57%
1 Year
  -51.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.290
1M High / 1M Low: 0.590 0.290
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:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.453
Avg. volume 1M:   0.000
Avg. price 6M:   0.326
Avg. volume 6M:   0.000
Avg. price 1Y:   0.365
Avg. volume 1Y:   0.000
Volatility 1M:   233.47%
Volatility 6M:   178.49%
Volatility 1Y:   147.46%
Volatility 3Y:   -