UBS Call 66 MBG 17.06.2024
/ CH1215578076
UBS Call 66 MBG 17.06.2024/ CH1215578076 /
2024-05-15 7:27:38 PM |
Chg.-0.030 |
Bid2024-05-15 |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
-7.32% |
0.380 Bid Size: 20,000 |
0.390 Ask Size: 20,000 |
MERCEDES-BENZ GROUP ... |
66.00 - |
2024-06-17 |
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: |
2024-06-17 |
Issue date: |
2022-10-28 |
Last trading day: |
2024-06-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
16.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.25 |
Historic volatility: |
0.20 |
Parity: |
0.33 |
Time value: |
0.10 |
Break-even: |
70.30 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
2.38% |
Delta: |
0.77 |
Theta: |
-0.03 |
Omega: |
12.38 |
Rho: |
0.04 |
Quote data
Open: |
0.400 |
High: |
0.470 |
Low: |
0.380 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-40.63% |
1 Month |
|
|
-62.38% |
3 Months |
|
|
-2.56% |
YTD |
|
|
+57.02% |
1 Year |
|
|
-60.42% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.330 |
1M High / 1M Low: |
1.010 |
0.330 |
6M High / 6M Low: |
1.100 |
0.087 |
High (YTD): |
2024-04-08 |
1.100 |
Low (YTD): |
2024-01-22 |
0.087 |
52W High: |
2023-06-16 |
1.510 |
52W Low: |
2024-01-22 |
0.087 |
Avg. price 1W: |
|
0.414 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.704 |
Avg. volume 1M: |
|
1,000 |
Avg. price 6M: |
|
0.473 |
Avg. volume 6M: |
|
162.602 |
Avg. price 1Y: |
|
0.650 |
Avg. volume 1Y: |
|
78.431 |
Volatility 1M: |
|
266.40% |
Volatility 6M: |
|
218.19% |
Volatility 1Y: |
|
180.11% |
Volatility 3Y: |
|
- |