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UBS Call 66 MBG 20.12.2024/  CH1285193988  /

Frankfurt Zert./UBS
6/18/2024  12:09:05 PM Chg.-0.010 Bid6/18/2024 Ask6/18/2024 Underlying Strike price Expiration date Option type
0.360EUR -2.70% 0.360
Bid Size: 100,000		 0.370
Ask Size: 100,000		 MERCEDES-BENZ GROUP ... 66.00 EUR 12/20/2024 Call
 

Master data

WKN: UL8MBJ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 66.00 EUR
Maturity: 12/20/2024
Issue date: 9/14/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.73
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -0.24
Time value: 0.38
Break-even: 69.80
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.49
Theta: -0.01
Omega: 8.20
Rho: 0.14
 

Quote data

Open: 0.370
High: 0.370
Low: 0.360
Previous Close: 0.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.40%
1 Month
  -47.83%
3 Months
  -61.70%
YTD
  -2.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.360
1M High / 1M Low: 0.610 0.360
6M High / 6M Low: 1.180 0.216
High (YTD): 4/8/2024 1.180
Low (YTD): 1/22/2024 0.216
52W High: - -
52W Low: - -
Avg. price 1W:   0.400
Avg. volume 1W:   0.000
Avg. price 1M:   0.494
Avg. volume 1M:   0.000
Avg. price 6M:   0.636
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.16%
Volatility 6M:   128.39%
Volatility 1Y:   -
Volatility 3Y:   -