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UBS Call 65 MBG 17.06.2024/  DE000UL3BSB2  /

EUWAX
2024-05-21  9:24:42 AM Chg.- Bid9:11:15 AM Ask9:11:15 AM Underlying Strike price Expiration date Option type
0.260EUR - -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 65.00 EUR 2024-06-17 Call
 

Master data

WKN: UL3BSB
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: 23.04
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.18
Implied volatility: 0.25
Historic volatility: 0.20
Parity: 0.18
Time value: 0.11
Break-even: 67.90
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 11.54%
Delta: 0.69
Theta: -0.03
Omega: 15.86
Rho: 0.03
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.58%
1 Month
  -33.33%
3 Months
  -13.33%
YTD  
+96.97%
1 Year
  -16.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.260
1M High / 1M Low: 0.390 0.260
6M High / 6M Low: 0.430 0.063
High (YTD): 2024-04-10 0.430
Low (YTD): 2024-01-22 0.063
52W High: 2024-04-10 0.430
52W Low: 2024-01-22 0.063
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.344
Avg. volume 1M:   0.000
Avg. price 6M:   0.233
Avg. volume 6M:   0.000
Avg. price 1Y:   0.239
Avg. volume 1Y:   0.000
Volatility 1M:   156.24%
Volatility 6M:   156.17%
Volatility 1Y:   128.31%
Volatility 3Y:   -