UBS Call 80 MBG 20.12.2024
/ CH1251035098
UBS Call 80 MBG 20.12.2024/ CH1251035098 /
| 2024-06-04 5:47:28 PM |
Chg.-0.013 |
Bid5:47:28 PM |
Ask5:47:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
-15.66% |
0.070
Bid Size: 20,000 |
0.100
Ask Size: 20,000 |
MERCEDES-BENZ GROUP ... |
80.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL1W31 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
66.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
-1.37 |
| Time value: |
0.10 |
| Break-even: |
81.00 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
20.48% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
11.91 |
| Rho: |
0.06 |
Quote data
| Open: |
0.072 |
| High: |
0.085 |
| Low: |
0.068 |
| Previous Close: |
0.083 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
-50.70% |
| 3 Months |
|
|
-75.86% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
-87.93% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.097 |
0.082 |
| 1M High / 1M Low: |
0.182 |
0.076 |
| 6M High / 6M Low: |
0.400 |
0.042 |
| High (YTD): |
2024-04-08 |
0.400 |
| Low (YTD): |
2024-01-29 |
0.042 |
| 52W High: |
2023-06-16 |
0.740 |
| 52W Low: |
2023-10-31 |
0.026 |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.121 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.161 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.232 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
226.95% |
| Volatility 6M: |
|
252.21% |
| Volatility 1Y: |
|
211.32% |
| Volatility 3Y: |
|
- |
