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UBS Call 67 MBG 20.12.2024/  CH1258242317  /

EUWAX
2024-06-07  8:40:49 AM Chg.0.000 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
0.440EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 67.00 - 2024-12-20 Call
 

Master data

WKN: UL2KA9
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: 2024-12-20
Issue date: 2023-03-22
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.50
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -0.19
Time value: 0.42
Break-even: 71.20
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.51
Theta: -0.01
Omega: 7.96
Rho: 0.16
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month
  -32.31%
3 Months
  -46.34%
YTD  
+33.33%
1 Year
  -65.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.440
1M High / 1M Low: 0.710 0.430
6M High / 6M Low: 1.090 0.194
High (YTD): 2024-04-09 1.090
Low (YTD): 2024-01-22 0.194
52W High: 2023-06-16 1.530
52W Low: 2023-10-31 0.155
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.540
Avg. volume 1M:   0.000
Avg. price 6M:   0.587
Avg. volume 6M:   0.000
Avg. price 1Y:   0.664
Avg. volume 1Y:   0.000
Volatility 1M:   139.91%
Volatility 6M:   141.88%
Volatility 1Y:   129.29%
Volatility 3Y:   -