UBS Call 60 MBG 20.12.2024
/ CH1302948091
UBS Call 60 MBG 20.12.2024/ CH1302948091 /
| 2024-06-14 8:17:51 PM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-2.82% |
-
Bid Size: - |
-
Ask Size: - |
MERCEDES-BENZ GROUP ... |
60.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UL87JF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
0.32 |
| Time value: |
0.38 |
| Break-even: |
67.00 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
6.15 |
| Rho: |
0.19 |
Quote data
| Open: |
0.720 |
| High: |
0.740 |
| Low: |
0.670 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.86% |
| 1 Month |
|
|
-42.02% |
| 3 Months |
|
|
-51.06% |
| YTD |
|
|
+4.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.690 |
| 1M High / 1M Low: |
1.190 |
0.690 |
| 6M High / 6M Low: |
1.700 |
0.420 |
| High (YTD): |
2024-04-08 |
1.700 |
| Low (YTD): |
2024-01-22 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.784 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.917 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.041 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.76% |
| Volatility 6M: |
|
105.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
