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UBS Call 82 MBG 20.12.2024/  CH1251035114  /

EUWAX
2024-05-16  8:11:44 AM Chg.-0.005 Bid9:18:13 AM Ask9:18:13 AM Underlying Strike price Expiration date Option type
0.127EUR -3.79% 0.122
Bid Size: 100,000		 0.132
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: 47.81
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -1.27
Time value: 0.15
Break-even: 83.45
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 7.41%
Delta: 0.23
Theta: -0.01
Omega: 10.83
Rho: 0.09
 

Quote data

Open: 0.127
High: 0.127
Low: 0.127
Previous Close: 0.132
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.10%
1 Month
  -49.20%
3 Months  
+5.83%
YTD  
+182.22%
1 Year
  -64.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.132 0.112
1M High / 1M Low: 0.250 0.108
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:   0.123
Avg. volume 1W:   0.000
Avg. price 1M:   0.164
Avg. volume 1M:   0.000
Avg. price 6M:   0.127
Avg. volume 6M:   0.000
Avg. price 1Y:   0.215
Avg. volume 1Y:   0.000
Volatility 1M:   192.16%
Volatility 6M:   294.79%
Volatility 1Y:   240.41%
Volatility 3Y:   -