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UBS Call 68 MBG 17.06.2024/  CH1215578092  /

EUWAX
2024-05-15  9:17:50 AM Chg.+0.037 Bid7:51:35 PM Ask7:51:35 PM Underlying Strike price Expiration date Option type
0.260EUR +16.59% 0.235
Bid Size: 20,000		 0.245
Ask Size: 20,000		 MERCEDES-BENZ GROUP ... 68.00 - 2024-06-17 Call
 

Master data

WKN: UK8693
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 68.00 -
Maturity: 2024-06-17
Issue date: 2022-10-28
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 33.49
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.13
Implied volatility: 0.14
Historic volatility: 0.20
Parity: 0.13
Time value: 0.07
Break-even: 70.07
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 5.08%
Delta: 0.72
Theta: -0.02
Omega: 24.07
Rho: 0.04
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.223
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.94%
1 Month
  -69.77%
3 Months     0.00%
YTD  
+52.94%
1 Year
  -69.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.175
1M High / 1M Low: 0.860 0.175
6M High / 6M Low: 0.950 0.055
High (YTD): 2024-04-10 0.950
Low (YTD): 2024-01-22 0.055
52W High: 2023-06-16 1.360
52W Low: 2024-01-22 0.055
Avg. price 1W:   0.286
Avg. volume 1W:   0.000
Avg. price 1M:   0.544
Avg. volume 1M:   0.000
Avg. price 6M:   0.363
Avg. volume 6M:   0.000
Avg. price 1Y:   0.540
Avg. volume 1Y:   2.480
Volatility 1M:   282.38%
Volatility 6M:   242.52%
Volatility 1Y:   198.51%
Volatility 3Y:   -