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UBS Call 81 MBG 20.12.2024/  CH1251035106  /

EUWAX
2024-05-29  8:13:20 AM Chg.-0.005 Bid10:52:18 AM Ask10:52:18 AM Underlying Strike price Expiration date Option type
0.076EUR -6.17% 0.072
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: 0.076
High: 0.076
Low: 0.076
Previous Close: 0.081
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.80%
1 Month
  -65.61%
3 Months
  -71.85%
YTD  
+46.15%
1 Year
  -85.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.081 0.064
1M High / 1M Low: 0.221 0.064
6M High / 6M Low: 0.360 0.036
High (YTD): 2024-04-12 0.360
Low (YTD): 2024-01-15 0.039
52W High: 2023-06-16 0.710
52W Low: 2023-10-31 0.022
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.126
Avg. volume 1M:   0.000
Avg. price 6M:   0.145
Avg. volume 6M:   0.000
Avg. price 1Y:   0.221
Avg. volume 1Y:   0.000
Volatility 1M:   207.79%
Volatility 6M:   271.76%
Volatility 1Y:   227.24%
Volatility 3Y:   -