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UBS Call 68 MBG 17.06.2024/  DE000UL30UK4  /

EUWAX
6/4/2024  8:54:12 AM Chg.-0.035 Bid5:36:02 PM Ask5:36:02 PM Underlying Strike price Expiration date Option type
0.064EUR -35.35% 0.049
Bid Size: 500		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 68.00 EUR 6/17/2024 Call
 

Master data

WKN: UL30UK
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 68.00 EUR
Maturity: 6/17/2024
Issue date: 3/3/2023
Last trading day: 6/14/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 67.00
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.20
Parity: -0.17
Time value: 0.10
Break-even: 68.99
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 2.02
Spread abs.: 0.03
Spread %: 47.76%
Delta: 0.36
Theta: -0.06
Omega: 24.38
Rho: 0.01
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.099
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.09%
1 Month
  -66.14%
3 Months
  -84.76%
YTD
  -39.62%
1 Year
  -86.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.053
1M High / 1M Low: 0.290 0.053
6M High / 6M Low: 0.530 0.050
High (YTD): 4/8/2024 0.530
Low (YTD): 1/22/2024 0.050
52W High: 6/16/2023 0.590
52W Low: 1/22/2024 0.050
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   0.000
Avg. price 6M:   0.225
Avg. volume 6M:   0.000
Avg. price 1Y:   0.265
Avg. volume 1Y:   0.000
Volatility 1M:   440.71%
Volatility 6M:   251.39%
Volatility 1Y:   196.57%
Volatility 3Y:   -