OverviewChartNewsTraderScreen

UBS Call 70 MBG 17.06.2024/  CH1215578118  /

Frankfurt Zert./UBS
2024-05-22  8:29:20 AM Chg.-0.016 Bid9:10:06 AM Ask9:10:06 AM Underlying Strike price Expiration date Option type
0.016EUR -50.00% -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 70.00 - 2024-06-17 Call
 

Master data

WKN: UK86ZU
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-06-17
Issue date: 2022-10-28
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 66.81
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.20
Parity: -0.32
Time value: 0.10
Break-even: 71.00
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 1.35
Spread abs.: 0.07
Spread %: 212.50%
Delta: 0.31
Theta: -0.04
Omega: 20.40
Rho: 0.01
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.032
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -87.10%
1 Month
  -96.73%
3 Months
  -95.43%
YTD
  -86.78%
1 Year
  -98.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.124 0.032
1M High / 1M Low: 0.510 0.032
6M High / 6M Low: 0.720 0.032
High (YTD): 2024-04-08 0.720
Low (YTD): 2024-05-21 0.032
52W High: 2023-06-16 1.220
52W Low: 2024-05-21 0.032
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   0.259
Avg. volume 6M:   0.000
Avg. price 1Y:   0.422
Avg. volume 1Y:   0.000
Volatility 1M:   470.81%
Volatility 6M:   311.49%
Volatility 1Y:   246.41%
Volatility 3Y:   -