UBS Call 77 MBG 20.09.2024
/ CH1272040473
UBS Call 77 MBG 20.09.2024/ CH1272040473 /
| 2024-06-04 9:42:04 PM |
Chg.-0.005 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
-13.51% |
-
Bid Size: - |
-
Ask Size: - |
MERCEDES-BENZ GROUP ... |
77.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL6FPE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.00 - |
| 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: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-1.07 |
| Time value: |
0.10 |
| Break-even: |
78.00 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.06 |
| Spread %: |
170.27% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
12.99 |
| Rho: |
0.04 |
Quote data
| Open: |
0.027 |
| High: |
0.039 |
| Low: |
0.027 |
| Previous Close: |
0.037 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
-64.44% |
| 3 Months |
|
|
-86.83% |
| YTD |
|
|
-44.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.047 |
0.032 |
| 1M High / 1M Low: |
0.124 |
0.032 |
| 6M High / 6M Low: |
0.320 |
0.019 |
| High (YTD): |
2024-04-08 |
0.320 |
| Low (YTD): |
2024-01-25 |
0.019 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.118 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
352.95% |
| Volatility 6M: |
|
296.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
