UBS Call 60 MBG 20.12.2024
/ CH1302948091
UBS Call 60 MBG 20.12.2024/ CH1302948091 /
| 14/06/2024 08:54:04 |
Chg.-0.090 |
Bid22:00:13 |
Ask22:00:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-11.39% |
-
Bid Size: - |
-
Ask Size: - |
MERCEDES-BENZ GROUP ... |
60.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
02/11/2023 |
| Last trading day: |
19/12/2024 |
| 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: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.60% |
| 1 Month |
|
|
-42.62% |
| 3 Months |
|
|
-50.35% |
| YTD |
|
|
+6.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.700 |
| 1M High / 1M Low: |
1.220 |
0.700 |
| 6M High / 6M Low: |
1.750 |
0.420 |
| High (YTD): |
10/04/2024 |
1.750 |
| Low (YTD): |
22/01/2024 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.796 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.933 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.045 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.81% |
| Volatility 6M: |
|
113.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
