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UBS Call 72 MBG 17.06.2024/  DE000UL31XN0  /

UBS Investment Bank
2024-05-15  9:48:04 PM Chg.-0.016 Bid9:48:04 PM Ask9:48:04 PM Underlying Strike price Expiration date Option type
0.077EUR -17.20% 0.077
Bid Size: 500		 0.107
Ask Size: 500		 MERCEDES-BENZ GROUP ... 72.00 EUR 2024-06-17 Call
 

Master data

WKN: UL31XN
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: 56.37
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: 73.23
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.83
Spread abs.: 0.03
Spread %: 32.26%
Delta: 0.35
Theta: -0.03
Omega: 19.58
Rho: 0.02
 

Quote data

Open: 0.092
High: 0.125
Low: 0.076
Previous Close: 0.093
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.23%
1 Month
  -72.50%
3 Months
  -19.79%
YTD  
+4.05%
1 Year
  -75.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.093 0.061
1M High / 1M Low: 0.280 0.061
6M High / 6M Low: 0.320 0.034
High (YTD): 2024-04-08 0.320
Low (YTD): 2024-01-22 0.034
52W High: 2023-06-16 0.490
52W Low: 2024-01-22 0.034
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   0.117
Avg. volume 6M:   0.000
Avg. price 1Y:   0.190
Avg. volume 1Y:   0.000
Volatility 1M:   376.42%
Volatility 6M:   233.42%
Volatility 1Y:   181.62%
Volatility 3Y:   -