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UBS Call 68 MBG 17.06.2024/  DE000UL30UK4  /

EUWAX
2024-05-15  8:51:50 AM Chg.+0.072 Bid6:43:22 PM Ask6:43:22 PM Underlying Strike price Expiration date Option type
0.290EUR +33.03% 0.260
Bid Size: 500		 0.290
Ask Size: 500		 MERCEDES-BENZ GROUP ... 68.00 EUR 2024-06-17 Call
 

Master data

WKN: UL30UK
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 68.00 EUR
Maturity: 2024-06-17
Issue date: 2023-03-03
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 21.67
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.13
Implied volatility: 0.28
Historic volatility: 0.20
Parity: 0.13
Time value: 0.19
Break-even: 71.20
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 10.34%
Delta: 0.62
Theta: -0.04
Omega: 13.47
Rho: 0.04
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.218
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.57%
1 Month
  -43.14%
3 Months  
+76.83%
YTD  
+173.58%
1 Year
  -25.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.208
1M High / 1M Low: 0.510 0.175
6M High / 6M Low: 0.530 0.050
High (YTD): 2024-04-08 0.530
Low (YTD): 2024-01-22 0.050
52W High: 2023-06-16 0.590
52W Low: 2024-01-22 0.050
Avg. price 1W:   0.241
Avg. volume 1W:   0.000
Avg. price 1M:   0.325
Avg. volume 1M:   0.000
Avg. price 6M:   0.219
Avg. volume 6M:   0.000
Avg. price 1Y:   0.283
Avg. volume 1Y:   0.000
Volatility 1M:   252.41%
Volatility 6M:   199.84%
Volatility 1Y:   161.79%
Volatility 3Y:   -