UBS Call 66 MBG 20.12.2024
/ CH1285193988
UBS Call 66 MBG 20.12.2024/ CH1285193988 /
| 2024-06-03 5:03:20 PM |
Chg.-0.030 |
Bid5:03:20 PM |
Ask5:03:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-5.26% |
0.540
Bid Size: 100,000 |
0.550
Ask Size: 100,000 |
MERCEDES-BENZ GROUP ... |
66.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.04 |
| Time value: |
0.54 |
| Break-even: |
71.80 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.59 |
| Theta: |
-0.02 |
| Omega: |
6.79 |
| Rho: |
0.18 |
Quote data
| Open: |
0.580 |
| High: |
0.590 |
| Low: |
0.540 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.82% |
| 1 Month |
|
|
-19.40% |
| 3 Months |
|
|
-46.53% |
| YTD |
|
|
+45.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.510 |
| 1M High / 1M Low: |
0.800 |
0.480 |
| 6M High / 6M Low: |
1.170 |
0.218 |
| High (YTD): |
2024-04-08 |
1.170 |
| Low (YTD): |
2024-01-22 |
0.218 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.635 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.632 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.72% |
| Volatility 6M: |
|
135.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
