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UBS Call 66 MBG 17.06.2024/  CH1215578076  /

UBS Investment Bank
2024-05-22  3:09:27 PM Chg.-0.031 Bid3:09:27 PM Ask3:09:27 PM Underlying Strike price Expiration date Option type
0.168EUR -15.58% 0.168
Bid Size: 100,000		 0.178
Ask Size: 100,000		 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: 31.97
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.08
Implied volatility: 0.22
Historic volatility: 0.20
Parity: 0.08
Time value: 0.13
Break-even: 68.09
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 5.03%
Delta: 0.61
Theta: -0.03
Omega: 19.56
Rho: 0.03
 

Quote data

Open: 0.148
High: 0.169
Low: 0.095
Previous Close: 0.199
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.79%
1 Month
  -80.69%
3 Months
  -73.33%
YTD
  -30.58%
1 Year
  -85.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.199
1M High / 1M Low: 0.890 0.199
6M High / 6M Low: 1.090 0.089
High (YTD): 2024-04-08 1.090
Low (YTD): 2024-01-22 0.089
52W High: 2023-06-16 1.490
52W Low: 2024-01-22 0.089
Avg. price 1W:   0.283
Avg. volume 1W:   0.000
Avg. price 1M:   0.557
Avg. volume 1M:   0.000
Avg. price 6M:   0.480
Avg. volume 6M:   0.000
Avg. price 1Y:   0.635
Avg. volume 1Y:   0.000
Volatility 1M:   269.38%
Volatility 6M:   217.33%
Volatility 1Y:   179.13%
Volatility 3Y:   -