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UBS Call 82 MBG 20.12.2024/  CH1251035114  /

EUWAX
2024-05-22  8:11:59 AM Chg.-0.019 Bid10:40:52 AM Ask10:40:52 AM Underlying Strike price Expiration date Option type
0.068EUR -21.84% 0.066
Bid Size: 100,000		 0.100
Ask Size: 100,000		 MERCEDES-BENZ GROUP ... 82.00 - 2024-12-20 Call
 

Master data

WKN: UL1MWV
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 82.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 66.81
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -1.52
Time value: 0.10
Break-even: 83.00
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.45
Spread abs.: 0.02
Spread %: 25.00%
Delta: 0.17
Theta: -0.01
Omega: 11.46
Rho: 0.06
 

Quote data

Open: 0.068
High: 0.068
Low: 0.068
Previous Close: 0.087
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.48%
1 Month
  -67.77%
3 Months
  -61.36%
YTD  
+51.11%
1 Year
  -86.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.132 0.087
1M High / 1M Low: 0.211 0.087
6M High / 6M Low: 0.330 0.022
High (YTD): 2024-04-12 0.330
Low (YTD): 2024-01-15 0.033
52W High: 2023-06-16 0.670
52W Low: 2023-10-31 0.018
Avg. price 1W:   0.111
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   0.129
Avg. volume 6M:   0.000
Avg. price 1Y:   0.210
Avg. volume 1Y:   0.000
Volatility 1M:   195.10%
Volatility 6M:   293.50%
Volatility 1Y:   240.88%
Volatility 3Y:   -