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UBS Call 75 MBG 20.09.2024/  CH1272040457  /

Frankfurt Zert./UBS
2024-06-04  5:24:58 PM Chg.-0.008 Bid6:16:14 PM Ask6:16:14 PM Underlying Strike price Expiration date Option type
0.052EUR -13.33% 0.050
Bid Size: 20,000		 0.100
Ask Size: 20,000		 MERCEDES-BENZ GROUP ... 75.00 - 2024-09-20 Call
 

Master data

WKN: UL6MCW
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 66.33
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -0.87
Time value: 0.10
Break-even: 76.00
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.58
Spread abs.: 0.04
Spread %: 61.29%
Delta: 0.22
Theta: -0.01
Omega: 14.26
Rho: 0.04
 

Quote data

Open: 0.058
High: 0.058
Low: 0.048
Previous Close: 0.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month
  -59.69%
3 Months
  -83.23%
YTD
  -35.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.069 0.055
1M High / 1M Low: 0.174 0.055
6M High / 6M Low: 0.420 0.028
High (YTD): 2024-04-08 0.420
Low (YTD): 2024-01-25 0.028
52W High: - -
52W Low: - -
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   0.161
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   266.94%
Volatility 6M:   238.86%
Volatility 1Y:   -
Volatility 3Y:   -