OverviewChartNewsTraderScreen

UBS Call 67 MBG 17.06.2024/  CH1215578084  /

EUWAX
6/3/2024  9:14:14 AM Chg.+0.048 Bid7:11:07 PM Ask7:11:07 PM Underlying Strike price Expiration date Option type
0.120EUR +66.67% 0.072
Bid Size: 20,000		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 67.00 - 6/17/2024 Call
 

Master data

WKN: UK868R
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 67.00 -
Maturity: 6/17/2024
Issue date: 10/28/2022
Last trading day: 6/14/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 58.76
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -0.06
Time value: 0.11
Break-even: 68.13
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.96
Spread abs.: 0.01
Spread %: 9.71%
Delta: 0.45
Theta: -0.05
Omega: 26.55
Rho: 0.01
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.072
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -72.73%
3 Months
  -86.05%
YTD
  -40.30%
1 Year
  -89.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.114 0.060
1M High / 1M Low: 0.590 0.060
6M High / 6M Low: 1.050 0.060
High (YTD): 4/10/2024 1.050
Low (YTD): 5/30/2024 0.060
52W High: 6/16/2023 1.430
52W Low: 5/30/2024 0.060
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.244
Avg. volume 1M:   0.000
Avg. price 6M:   0.420
Avg. volume 6M:   0.000
Avg. price 1Y:   0.543
Avg. volume 1Y:   0.000
Volatility 1M:   450.42%
Volatility 6M:   266.06%
Volatility 1Y:   215.75%
Volatility 3Y:   -