UBS Call 58 MBG 20.12.2024
/ CH1302948075
UBS Call 58 MBG 20.12.2024/ CH1302948075 /
| 03/06/2024 18:17:56 |
Chg.-0.050 |
Bid18:17:56 |
Ask18:17:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
-4.42% |
1.080
Bid Size: 20,000 |
1.090
Ask Size: 20,000 |
MERCEDES-BENZ GROUP ... |
58.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
02/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
0.84 |
| Time value: |
0.30 |
| Break-even: |
69.40 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
4.64 |
| Rho: |
0.23 |
Quote data
| Open: |
1.150 |
| High: |
1.170 |
| Low: |
1.080 |
| Previous Close: |
1.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.82% |
| 1 Month |
|
|
-21.74% |
| 3 Months |
|
|
-36.09% |
| YTD |
|
|
+36.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
1.040 |
| 1M High / 1M Low: |
1.570 |
1.010 |
| 6M High / 6M Low: |
1.890 |
0.520 |
| High (YTD): |
08/04/2024 |
1.890 |
| Low (YTD): |
22/01/2024 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.185 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.89% |
| Volatility 6M: |
|
99.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
