UBS Call 75 MBG 20.09.2024
/ CH1272040457
UBS Call 75 MBG 20.09.2024/ CH1272040457 /
| 2024-06-04 9:29:24 AM |
Chg.-0.019 |
Bid11:46:05 AM |
Ask11:46:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
-24.36% |
0.048
Bid Size: 100,000 |
0.100
Ask Size: 100,000 |
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: |
0.059 |
| High: |
0.059 |
| Low: |
0.059 |
| Previous Close: |
0.078 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.90% |
| 1 Month |
|
|
-49.14% |
| 3 Months |
|
|
-82.65% |
| YTD |
|
|
-24.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.057 |
| 1M High / 1M Low: |
0.160 |
0.055 |
| 6M High / 6M Low: |
0.430 |
0.028 |
| High (YTD): |
2024-04-10 |
0.430 |
| Low (YTD): |
2024-01-25 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.163 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.12% |
| Volatility 6M: |
|
245.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
