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UBS Call 62 MBG 17.06.2024/  CH1223935219  /

Frankfurt Zert./UBS
2024-06-06  7:28:59 PM Chg.+0.020 Bid9:18:01 PM Ask- Underlying Strike price Expiration date Option type
0.400EUR +5.26% 0.380
Bid Size: 20,000		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 62.00 - 2024-06-17 Call
 

Master data

WKN: UK8CVP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 62.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.82
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.36
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 0.36
Time value: 0.03
Break-even: 65.90
Moneyness: 1.06
Premium: 0.00
Premium p.a.: 0.18
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.86
Theta: -0.04
Omega: 14.51
Rho: 0.02
 

Quote data

Open: 0.390
High: 0.400
Low: 0.360
Previous Close: 0.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month
  -62.96%
3 Months
  -65.22%
YTD
  -6.98%
1 Year
  -73.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.380
1M High / 1M Low: 1.160 0.380
6M High / 6M Low: 1.490 0.201
High (YTD): 2024-04-08 1.490
Low (YTD): 2024-01-22 0.201
52W High: 2023-06-16 1.830
52W Low: 2023-10-31 0.190
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.603
Avg. volume 1M:   0.000
Avg. price 6M:   0.765
Avg. volume 6M:   0.000
Avg. price 1Y:   0.856
Avg. volume 1Y:   0.000
Volatility 1M:   180.77%
Volatility 6M:   165.33%
Volatility 1Y:   145.73%
Volatility 3Y:   -