OverviewChartNewsTraderScreen

UBS Call 69 MBG 17.06.2024/  CH1215578100  /

EUWAX
2024-05-15  9:17:50 AM Chg.+0.034 Bid8:40:39 PM Ask8:40:39 PM Underlying Strike price Expiration date Option type
0.200EUR +20.48% 0.174
Bid Size: 20,000		 0.184
Ask Size: 20,000		 MERCEDES-BENZ GROUP ... 69.00 - 2024-06-17 Call
 

Master data

WKN: UK84U0
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 69.00 -
Maturity: 2024-06-17
Issue date: 2022-10-28
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 32.10
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.03
Implied volatility: 0.22
Historic volatility: 0.20
Parity: 0.03
Time value: 0.18
Break-even: 71.16
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 4.85%
Delta: 0.56
Theta: -0.03
Omega: 18.03
Rho: 0.03
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.166
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.72%
1 Month
  -73.68%
3 Months
  -9.50%
YTD  
+40.85%
1 Year
  -75.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.126
1M High / 1M Low: 0.760 0.126
6M High / 6M Low: 0.860 0.042
High (YTD): 2024-04-10 0.860
Low (YTD): 2024-01-22 0.042
52W High: 2023-06-16 1.290
52W Low: 2024-01-22 0.042
Avg. price 1W:   0.203
Avg. volume 1W:   0.000
Avg. price 1M:   0.429
Avg. volume 1M:   0.000
Avg. price 6M:   0.309
Avg. volume 6M:   0.000
Avg. price 1Y:   0.485
Avg. volume 1Y:   0.000
Volatility 1M:   325.56%
Volatility 6M:   266.37%
Volatility 1Y:   214.59%
Volatility 3Y:   -