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UBS Call 84 MBG 20.12.2024/  CH1251035130  /

UBS Investment Bank
2024-05-02  12:35:02 PM Chg.+0.004 Bid12:35:02 PM Ask12:35:02 PM Underlying Strike price Expiration date Option type
0.080EUR +5.26% 0.080
Bid Size: 100,000		 0.100
Ask Size: 100,000		 MERCEDES-BENZ GROUP ... 84.00 - 2024-12-20 Call
 

Master data

WKN: UL1N8V
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 70.94
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.21
Parity: -1.31
Time value: 0.10
Break-even: 85.00
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 31.58%
Delta: 0.19
Theta: -0.01
Omega: 13.15
Rho: 0.08
 

Quote data

Open: 0.069
High: 0.091
Low: 0.069
Previous Close: 0.076
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.50%
1 Month
  -50.92%
3 Months  
+19.40%
YTD  
+90.48%
1 Year
  -70.37%
3 Years     -
5 Years     -
1W High / 1W Low: 0.158 0.076
1M High / 1M Low: 0.280 0.076
6M High / 6M Low: 0.280 0.016
High (YTD): 2024-04-08 0.280
Low (YTD): 2024-01-29 0.024
52W High: 2023-06-16 0.580
52W Low: 2023-10-31 0.013
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   0.096
Avg. volume 6M:   0.000
Avg. price 1Y:   0.190
Avg. volume 1Y:   0.000
Volatility 1M:   267.70%
Volatility 6M:   341.27%
Volatility 1Y:   267.94%
Volatility 3Y:   -