UBS Call 58 MBG 20.12.2024
/ CH1302948075
UBS Call 58 MBG 20.12.2024/ CH1302948075 /
| 2024-06-17 7:28:45 PM |
Chg.+0.030 |
Bid9:53:49 PM |
Ask9:53:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+3.57% |
-
Bid Size: - |
-
Ask Size: - |
MERCEDES-BENZ GROUP ... |
58.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UL88M9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.52 |
| Time value: |
0.32 |
| Break-even: |
66.40 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
5.55 |
| Rho: |
0.19 |
Quote data
| Open: |
0.850 |
| High: |
0.880 |
| Low: |
0.830 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.86% |
| 1 Month |
|
|
-31.50% |
| 3 Months |
|
|
-44.94% |
| YTD |
|
|
+10.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.840 |
| 1M High / 1M Low: |
1.270 |
0.840 |
| 6M High / 6M Low: |
1.900 |
0.510 |
| High (YTD): |
2024-04-08 |
1.900 |
| Low (YTD): |
2024-01-22 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.200 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.10% |
| Volatility 6M: |
|
94.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
