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UBS Call 82 MBG 20.12.2024/  CH1251035114  /

UBS Investment Bank
2024-06-14  9:52:22 PM Chg.-0.004 Bid- Ask- Underlying Strike price Expiration date Option type
0.023EUR -14.81% -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 82.00 - 2024-12-20 Call
 

Master data

WKN: UL1MWV
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 82.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 63.20
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.20
Parity: -1.88
Time value: 0.10
Break-even: 83.00
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.70
Spread abs.: 0.08
Spread %: 334.78%
Delta: 0.15
Theta: -0.01
Omega: 9.78
Rho: 0.05
 

Quote data

Open: 0.020
High: 0.031
Low: 0.020
Previous Close: 0.027
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.51%
1 Month
  -82.17%
3 Months
  -89.69%
YTD
  -57.41%
1 Year
  -96.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.023
1M High / 1M Low: 0.129 0.023
6M High / 6M Low: 0.330 0.023
High (YTD): 2024-04-08 0.330
Low (YTD): 2024-06-14 0.023
52W High: 2023-06-16 0.660
52W Low: 2023-10-31 0.019
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   0.129
Avg. volume 6M:   0.000
Avg. price 1Y:   0.179
Avg. volume 1Y:   0.000
Volatility 1M:   181.08%
Volatility 6M:   294.24%
Volatility 1Y:   242.96%
Volatility 3Y:   -