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UBS Call 79 MBG 20.12.2024/  CH1251035080  /

Frankfurt Zert./UBS
2024-06-04  7:31:49 PM Chg.-0.011 Bid9:54:25 PM Ask9:54:25 PM Underlying Strike price Expiration date Option type
0.084EUR -11.58% -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 79.00 - 2024-12-20 Call
 

Master data

WKN: UL1KQP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 79.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 61.99
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -1.27
Time value: 0.11
Break-even: 80.07
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 10.31%
Delta: 0.19
Theta: -0.01
Omega: 11.96
Rho: 0.06
 

Quote data

Open: 0.095
High: 0.095
Low: 0.081
Previous Close: 0.095
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.75%
1 Month
  -47.17%
3 Months
  -73.75%
YTD  
+7.69%
1 Year
  -85.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.106 0.095
1M High / 1M Low: 0.203 0.095
6M High / 6M Low: 0.430 0.052
High (YTD): 2024-04-08 0.430
Low (YTD): 2024-01-15 0.052
52W High: 2023-06-19 0.770
52W Low: 2023-10-31 0.029
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.179
Avg. volume 6M:   0.000
Avg. price 1Y:   0.253
Avg. volume 1Y:   0.000
Volatility 1M:   193.49%
Volatility 6M:   204.58%
Volatility 1Y:   183.46%
Volatility 3Y:   -