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UBS Call 82 MBG 20.12.2024/  CH1251035114  /

UBS Investment Bank
6/3/2024  7:16:29 PM Chg.-0.013 Bid7:16:29 PM Ask7:16:29 PM Underlying Strike price Expiration date Option type
0.059EUR -18.06% 0.059
Bid Size: 20,000		 0.100
Ask Size: 20,000		 MERCEDES-BENZ GROUP ... 82.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 66.40
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.20
Parity: -1.56
Time value: 0.10
Break-even: 83.00
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.50
Spread abs.: 0.03
Spread %: 38.89%
Delta: 0.17
Theta: -0.01
Omega: 11.20
Rho: 0.06
 

Quote data

Open: 0.068
High: 0.079
Low: 0.058
Previous Close: 0.072
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.23%
1 Month
  -46.36%
3 Months
  -76.40%
YTD  
+9.26%
1 Year
  -88.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.061
1M High / 1M Low: 0.142 0.055
6M High / 6M Low: 0.330 0.031
High (YTD): 4/8/2024 0.330
Low (YTD): 1/29/2024 0.031
52W High: 6/16/2023 0.660
52W Low: 10/31/2023 0.019
Avg. price 1W:   0.065
Avg. volume 1W:   0.000
Avg. price 1M:   0.094
Avg. volume 1M:   0.000
Avg. price 6M:   0.131
Avg. volume 6M:   0.000
Avg. price 1Y:   0.195
Avg. volume 1Y:   0.000
Volatility 1M:   256.63%
Volatility 6M:   292.04%
Volatility 1Y:   240.71%
Volatility 3Y:   -