OverviewChartNewsTraderScreen

UBS Call 66 MBG 17.06.2024/  CH1215578076  /

EUWAX
04/06/2024  09:23:08 Chg.-0.068 Bid21:05:05 Ask21:05:05 Underlying Strike price Expiration date Option type
0.113EUR -37.57% 0.096
Bid Size: 20,000		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 66.00 - 17/06/2024 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: 17/06/2024
Issue date: 28/10/2022
Last trading day: 14/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 50.63
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.03
Implied volatility: 0.22
Historic volatility: 0.20
Parity: 0.03
Time value: 0.10
Break-even: 67.31
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.51
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.57
Theta: -0.05
Omega: 28.80
Rho: 0.01
 

Quote data

Open: 0.113
High: 0.113
Low: 0.113
Previous Close: 0.181
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.30%
1 Month
  -79.07%
3 Months
  -87.44%
YTD
  -52.32%
1 Year
  -90.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.181 0.103
1M High / 1M Low: 0.690 0.103
6M High / 6M Low: 1.140 0.088
High (YTD): 10/04/2024 1.140
Low (YTD): 22/01/2024 0.088
52W High: 16/06/2023 1.510
52W Low: 22/01/2024 0.088
Avg. price 1W:   0.137
Avg. volume 1W:   0.000
Avg. price 1M:   0.289
Avg. volume 1M:   0.000
Avg. price 6M:   0.481
Avg. volume 6M:   0.000
Avg. price 1Y:   0.600
Avg. volume 1Y:   0.000
Volatility 1M:   437.70%
Volatility 6M:   252.64%
Volatility 1Y:   205.80%
Volatility 3Y:   -