OverviewChartNewsTraderScreen

UBS Call 67 MBG 20.12.2024/  CH1258242317  /

EUWAX
2024-05-17  8:43:18 AM Chg.-0.060 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
0.620EUR -8.82% -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 67.00 - 2024-12-20 Call
 

Master data

WKN: UL2KA9
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: 2024-12-20
Issue date: 2023-03-22
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.80
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.11
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 0.11
Time value: 0.52
Break-even: 73.30
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.61%
Delta: 0.62
Theta: -0.01
Omega: 6.67
Rho: 0.21
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.14%
1 Month
  -31.11%
3 Months  
+19.23%
YTD  
+87.88%
1 Year
  -46.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.620
1M High / 1M Low: 0.900 0.560
6M High / 6M Low: 1.090 0.174
High (YTD): 2024-04-09 1.090
Low (YTD): 2024-01-22 0.194
52W High: 2023-06-16 1.530
52W Low: 2023-10-31 0.155
Avg. price 1W:   0.656
Avg. volume 1W:   0.000
Avg. price 1M:   0.732
Avg. volume 1M:   0.000
Avg. price 6M:   0.558
Avg. volume 6M:   0.000
Avg. price 1Y:   0.707
Avg. volume 1Y:   0.000
Volatility 1M:   143.99%
Volatility 6M:   140.62%
Volatility 1Y:   124.94%
Volatility 3Y:   -