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UBS Call 66 MBG 17.06.2024/  CH1215578076  /

EUWAX
29/05/2024  09:12:33 Chg.-0.063 Bid12:41:07 Ask12:41:07 Underlying Strike price Expiration date Option type
0.109EUR -36.63% 0.111
Bid Size: 100,000		 0.121
Ask Size: 100,000		 MERCEDES-BENZ GROUP ... 66.00 - 17/06/2024 Call
 

Master data

WKN: UK85X3
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 66.00 -
Maturity: 17/06/2024
Issue date: 28/10/2022
Last trading day: 14/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 40.98
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.04
Implied volatility: 0.22
Historic volatility: 0.20
Parity: 0.04
Time value: 0.12
Break-even: 67.62
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 6.58%
Delta: 0.57
Theta: -0.04
Omega: 23.36
Rho: 0.02
 

Quote data

Open: 0.109
High: 0.109
Low: 0.109
Previous Close: 0.172
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.92%
1 Month
  -87.33%
3 Months
  -87.47%
YTD
  -54.01%
1 Year
  -90.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.172 0.103
1M High / 1M Low: 0.860 0.103
6M High / 6M Low: 1.140 0.088
High (YTD): 10/04/2024 1.140
Low (YTD): 22/01/2024 0.088
52W High: 16/06/2023 1.510
52W Low: 22/01/2024 0.088
Avg. price 1W:   0.139
Avg. volume 1W:   0.000
Avg. price 1M:   0.393
Avg. volume 1M:   0.000
Avg. price 6M:   0.484
Avg. volume 6M:   0.000
Avg. price 1Y:   0.618
Avg. volume 1Y:   0.000
Volatility 1M:   371.45%
Volatility 6M:   237.79%
Volatility 1Y:   195.52%
Volatility 3Y:   -