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UBS Call 66 MBG 17.06.2024/  CH1215578076  /

EUWAX
2024-05-15  9:17:50 AM Chg.+0.050 Bid5:39:38 PM Ask5:39:38 PM Underlying Strike price Expiration date Option type
0.410EUR +13.89% 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: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.58%
1 Month
  -60.95%
3 Months  
+13.89%
YTD  
+73.00%
1 Year
  -57.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.300
1M High / 1M Low: 1.050 0.300
6M High / 6M Low: 1.140 0.088
High (YTD): 2024-04-10 1.140
Low (YTD): 2024-01-22 0.088
52W High: 2023-06-16 1.510
52W Low: 2024-01-22 0.088
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.711
Avg. volume 1M:   0.000
Avg. price 6M:   0.476
Avg. volume 6M:   0.000
Avg. price 1Y:   0.652
Avg. volume 1Y:   0.000
Volatility 1M:   243.81%
Volatility 6M:   216.14%
Volatility 1Y:   178.50%
Volatility 3Y:   -