OverviewChartNewsTraderScreen

UBS Call 67 MBG 17.06.2024/  CH1215578084  /

EUWAX
5/21/2024  9:13:28 AM Chg.- Bid8:36:05 AM Ask8:36:05 AM Underlying Strike price Expiration date Option type
0.141EUR - -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 67.00 - 6/17/2024 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: 6/17/2024
Issue date: 10/28/2022
Last trading day: 6/14/2024
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: 0.141
High: 0.141
Low: 0.141
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.53%
1 Month
  -79.26%
3 Months
  -76.10%
YTD
  -29.85%
1 Year
  -87.41%
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): 4/10/2024 1.050
Low (YTD): 1/22/2024 0.070
52W High: 6/16/2023 1.430
52W Low: 1/22/2024 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:   -