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UBS Call 63 MBG 17.06.2024/  CH1223935227  /

EUWAX
2024-05-31  8:07:58 AM Chg.+0.050 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.330EUR +17.86% -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 63.00 - 2024-06-17 Call
 

Master data

WKN: UK8C4M
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 63.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.60
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.34
Implied volatility: 0.32
Historic volatility: 0.20
Parity: 0.34
Time value: 0.06
Break-even: 67.00
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.80
Theta: -0.04
Omega: 13.33
Rho: 0.02
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.79%
1 Month
  -69.16%
3 Months
  -73.39%
YTD
  -13.16%
1 Year
  -75.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.280
1M High / 1M Low: 1.060 0.280
6M High / 6M Low: 1.380 0.165
High (YTD): 2024-04-09 1.380
Low (YTD): 2024-01-22 0.165
52W High: 2023-06-16 1.750
52W Low: 2023-10-31 0.161
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.577
Avg. volume 1M:   0.000
Avg. price 6M:   0.691
Avg. volume 6M:   0.000
Avg. price 1Y:   0.799
Avg. volume 1Y:   0.000
Volatility 1M:   255.82%
Volatility 6M:   185.39%
Volatility 1Y:   158.76%
Volatility 3Y:   -