UBS Call 61 MBG 21.03.2025
/ CH1309042039
UBS Call 61 MBG 21.03.2025/ CH1309042039 /
| 2024-06-18 12:06:09 PM |
Chg.-0.020 |
Bid12:06:09 PM |
Ask12:06:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-2.56% |
0.760
Bid Size: 100,000 |
0.770
Ask Size: 100,000 |
MERCEDES-BENZ GROUP ... |
61.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM05DL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
61.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
0.26 |
| Time value: |
0.53 |
| Break-even: |
68.90 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
5.32 |
| Rho: |
0.26 |
Quote data
| Open: |
0.780 |
| High: |
0.800 |
| Low: |
0.750 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.48% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-44.53% |
| YTD |
|
|
+15.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.740 |
| 1M High / 1M Low: |
1.050 |
0.740 |
| 6M High / 6M Low: |
1.620 |
0.430 |
| High (YTD): |
2024-04-08 |
1.620 |
| Low (YTD): |
2024-01-22 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.926 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.020 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.71% |
| Volatility 6M: |
|
98.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
