UBS Call 64 MBG 21.03.2025
/ CH1309042062
UBS Call 64 MBG 21.03.2025/ CH1309042062 /
| 2024-06-14 8:54:45 PM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-3.39% |
-
Bid Size: - |
-
Ask Size: - |
MERCEDES-BENZ GROUP ... |
64.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM06GS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
-0.08 |
| Time value: |
0.58 |
| Break-even: |
69.80 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.57 |
| Theta: |
-0.01 |
| Omega: |
6.21 |
| Rho: |
0.23 |
Quote data
| Open: |
0.600 |
| High: |
0.610 |
| Low: |
0.560 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.57% |
| 1 Month |
|
|
-43.56% |
| 3 Months |
|
|
-49.11% |
| YTD |
|
|
+11.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.570 |
| 1M High / 1M Low: |
1.010 |
0.570 |
| 6M High / 6M Low: |
1.370 |
0.320 |
| High (YTD): |
2024-04-08 |
1.370 |
| Low (YTD): |
2024-01-22 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.768 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.828 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.39% |
| Volatility 6M: |
|
109.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
