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UBS Call 67 MBG 17.06.2024/  CH1215578084  /

EUWAX
2024-05-22  9:20:48 AM Chg.-0.061 Bid9:28:39 AM Ask9:28:39 AM Underlying Strike price Expiration date Option type
0.080EUR -43.26% 0.092
Bid Size: 100,000		 0.102
Ask Size: 100,000		 MERCEDES-BENZ GROUP ... 67.00 - 2024-06-17 Call
 

Master data

WKN: UK868R
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 67.00 -
Maturity: 2024-06-17
Issue date: 2022-10-28
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.58
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.01
Implied volatility: 0.22
Historic volatility: 0.20
Parity: 0.01
Time value: 0.16
Break-even: 68.74
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 6.10%
Delta: 0.54
Theta: -0.03
Omega: 20.98
Rho: 0.03
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.141
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -76.47%
1 Month
  -88.24%
3 Months
  -86.44%
YTD
  -60.20%
1 Year
  -92.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.141
1M High / 1M Low: 0.770 0.141
6M High / 6M Low: 1.050 0.070
High (YTD): 2024-04-10 1.050
Low (YTD): 2024-01-22 0.070
52W High: 2023-06-16 1.430
52W Low: 2024-01-22 0.070
Avg. price 1W:   0.252
Avg. volume 1W:   0.000
Avg. price 1M:   0.470
Avg. volume 1M:   0.000
Avg. price 6M:   0.422
Avg. volume 6M:   0.000
Avg. price 1Y:   0.579
Avg. volume 1Y:   0.000
Volatility 1M:   300.01%
Volatility 6M:   236.31%
Volatility 1Y:   193.48%
Volatility 3Y:   -