UBS Call 81 MBG 20.12.2024
/ CH1251035106
UBS Call 81 MBG 20.12.2024/ CH1251035106 /
| 2024-05-29 12:13:01 PM |
Chg.-0.008 |
Bid12:13:01 PM |
Ask12:13:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
-10.26% |
0.070
Bid Size: 100,000 |
0.100
Ask Size: 100,000 |
MERCEDES-BENZ GROUP ... |
81.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL1L31 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
81.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
66.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
-1.46 |
| Time value: |
0.10 |
| Break-even: |
82.00 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.02 |
| Spread %: |
28.21% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
11.57 |
| Rho: |
0.06 |
Quote data
| Open: |
0.066 |
| High: |
0.077 |
| Low: |
0.066 |
| Previous Close: |
0.078 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.11% |
| 1 Month |
|
|
-68.47% |
| 3 Months |
|
|
-74.07% |
| YTD |
|
|
+12.90% |
| 1 Year |
|
|
-86.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.065 |
| 1M High / 1M Low: |
0.222 |
0.065 |
| 6M High / 6M Low: |
0.360 |
0.035 |
| High (YTD): |
2024-04-08 |
0.360 |
| Low (YTD): |
2024-01-29 |
0.036 |
| 52W High: |
2023-06-16 |
0.700 |
| 52W Low: |
2023-10-31 |
0.022 |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.119 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.144 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.220 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
279.31% |
| Volatility 6M: |
|
271.15% |
| Volatility 1Y: |
|
225.40% |
| Volatility 3Y: |
|
- |
