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UBS Call 66 MBG 17.06.2024/  CH1215578076  /

Frankfurt Zert./UBS
5/29/2024  12:48:31 PM Chg.-0.037 Bid1:21:49 PM Ask1:21:49 PM Underlying Strike price Expiration date Option type
0.116EUR -24.18% 0.106
Bid Size: 100,000		 0.116
Ask Size: 100,000		 MERCEDES-BENZ GROUP ... 66.00 - 6/17/2024 Call
 

Master data

WKN: UK85X3
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 66.00 -
Maturity: 6/17/2024
Issue date: 10/28/2022
Last trading day: 6/14/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 40.98
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.04
Implied volatility: 0.22
Historic volatility: 0.20
Parity: 0.04
Time value: 0.12
Break-even: 67.62
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 6.58%
Delta: 0.57
Theta: -0.04
Omega: 23.36
Rho: 0.02
 

Quote data

Open: 0.147
High: 0.147
Low: 0.109
Previous Close: 0.153
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.88%
1 Month
  -87.11%
3 Months
  -86.82%
YTD
  -52.07%
1 Year
  -90.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.162 0.127
1M High / 1M Low: 0.900 0.127
6M High / 6M Low: 1.100 0.087
High (YTD): 4/8/2024 1.100
Low (YTD): 1/22/2024 0.087
52W High: 6/16/2023 1.510
52W Low: 1/22/2024 0.087
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.383
Avg. volume 1M:   0.000
Avg. price 6M:   0.480
Avg. volume 6M:   162.602
Avg. price 1Y:   0.616
Avg. volume 1Y:   78.431
Volatility 1M:   292.64%
Volatility 6M:   221.62%
Volatility 1Y:   186.25%
Volatility 3Y:   -