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UBS Call 83 MBG 20.12.2024/  CH1251035122  /

UBS Investment Bank
2024-05-31  9:52:31 PM Chg.+0.010 Bid- Ask- Underlying Strike price Expiration date Option type
0.062EUR +19.23% -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 83.00 - 2024-12-20 Call
 

Master data

WKN: UL1VQP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 83.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 66.40
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.20
Parity: -1.66
Time value: 0.10
Break-even: 84.00
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.53
Spread abs.: 0.04
Spread %: 61.29%
Delta: 0.16
Theta: -0.01
Omega: 10.88
Rho: 0.05
 

Quote data

Open: 0.042
High: 0.062
Low: 0.042
Previous Close: 0.052
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.81%
1 Month
  -28.74%
3 Months
  -73.16%
YTD  
+31.91%
1 Year
  -85.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.062 0.052
1M High / 1M Low: 0.126 0.047
6M High / 6M Low: 0.300 0.025
High (YTD): 2024-04-08 0.300
Low (YTD): 2024-01-29 0.027
52W High: 2023-06-16 0.620
52W Low: 2023-10-31 0.016
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.116
Avg. volume 6M:   0.000
Avg. price 1Y:   0.181
Avg. volume 1Y:   0.000
Volatility 1M:   267.46%
Volatility 6M:   298.09%
Volatility 1Y:   246.91%
Volatility 3Y:   -