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UBS Call 70 MBG 17.06.2024/  CH1215578118  /

EUWAX
2024-05-16  9:07:40 AM Chg.-0.040 Bid11:22:49 AM Ask11:22:49 AM Underlying Strike price Expiration date Option type
0.106EUR -27.40% 0.098
Bid Size: 100,000		 0.108
Ask Size: 100,000		 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: 51.11
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.20
Parity: -0.10
Time value: 0.14
Break-even: 71.35
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 8.00%
Delta: 0.44
Theta: -0.03
Omega: 22.55
Rho: 0.03
 

Quote data

Open: 0.106
High: 0.106
Low: 0.106
Previous Close: 0.146
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.52%
1 Month
  -79.62%
3 Months
  -52.89%
YTD
  -10.17%
1 Year
  -84.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.146 0.087
1M High / 1M Low: 0.540 0.087
6M High / 6M Low: 0.760 0.032
High (YTD): 2024-04-10 0.760
Low (YTD): 2024-01-22 0.032
52W High: 2023-06-16 1.220
52W Low: 2024-01-22 0.032
Avg. price 1W:   0.118
Avg. volume 1W:   4,000
Avg. price 1M:   0.324
Avg. volume 1M:   1,380.952
Avg. price 6M:   0.263
Avg. volume 6M:   1,104.839
Avg. price 1Y:   0.435
Avg. volume 1Y:   535.156
Volatility 1M:   363.63%
Volatility 6M:   316.91%
Volatility 1Y:   249.42%
Volatility 3Y:   -