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UBS Call 72 MBG 17.06.2024/  DE000UL3PRF5  /

UBS Investment Bank
2024-05-15  7:26:29 PM Chg.-0.015 Bid7:26:29 PM Ask7:26:29 PM Underlying Strike price Expiration date Option type
0.075EUR -16.67% 0.075
Bid Size: 500		 0.105
Ask Size: 500		 MERCEDES-BENZ GROUP ... 72.00 EUR 2024-06-17 Call
 

Master data

WKN: UL3PRF
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 72.00 EUR
Maturity: 2024-06-17
Issue date: 2023-03-03
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 57.78
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -0.27
Time value: 0.12
Break-even: 73.20
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.82
Spread abs.: 0.03
Spread %: 33.33%
Delta: 0.34
Theta: -0.03
Omega: 19.92
Rho: 0.02
 

Quote data

Open: 0.089
High: 0.119
Low: 0.073
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.31%
1 Month
  -64.29%
3 Months
  -1.32%
YTD  
+19.05%
1 Year
  -61.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.058
1M High / 1M Low: 0.210 0.058
6M High / 6M Low: 0.231 0.032
High (YTD): 2024-04-08 0.231
Low (YTD): 2024-01-22 0.032
52W High: 2023-06-16 0.290
52W Low: 2024-01-22 0.032
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.093
Avg. volume 6M:   0.000
Avg. price 1Y:   0.131
Avg. volume 1Y:   0.000
Volatility 1M:   353.92%
Volatility 6M:   210.91%
Volatility 1Y:   162.73%
Volatility 3Y:   -