UBS Call 76 MBG 20.09.2024
/ CH1272040465
UBS Call 76 MBG 20.09.2024/ CH1272040465 /
| 2024-05-29 9:21:29 AM |
Chg.-0.009 |
Bid11:43:21 AM |
Ask11:43:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
-16.07% |
0.044
Bid Size: 100,000 |
0.100
Ask Size: 100,000 |
MERCEDES-BENZ GROUP ... |
76.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL6GSH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
66.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-0.96 |
| Time value: |
0.10 |
| Break-even: |
77.00 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.05 |
| Spread %: |
88.68% |
| Delta: |
0.21 |
| Theta: |
-0.01 |
| Omega: |
13.66 |
| Rho: |
0.04 |
Quote data
| Open: |
0.047 |
| High: |
0.047 |
| Low: |
0.047 |
| Previous Close: |
0.056 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.07% |
| 1 Month |
|
|
-81.05% |
| 3 Months |
|
|
-83.79% |
| YTD |
|
|
-28.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.056 |
0.043 |
| 1M High / 1M Low: |
0.248 |
0.043 |
| 6M High / 6M Low: |
0.380 |
0.023 |
| High (YTD): |
2024-04-10 |
0.380 |
| Low (YTD): |
2024-01-25 |
0.023 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.140 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.70% |
| Volatility 6M: |
|
249.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
