OverviewChartNewsTraderScreen

UBS Call 84 MBG 20.12.2024/  CH1251035130  /

UBS Investment Bank
2024-06-14  8:06:33 PM Chg.-0.003 Bid- Ask- Underlying Strike price Expiration date Option type
0.015EUR -16.67% -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 84.00 - 2024-12-20 Call
 

Master data

WKN: UL1N8V
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 84.00 -
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: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -2.08
Time value: 0.10
Break-even: 85.00
Moneyness: 0.75
Premium: 0.34
Premium p.a.: 0.78
Spread abs.: 0.09
Spread %: 566.67%
Delta: 0.15
Theta: -0.01
Omega: 9.33
Rho: 0.04
 

Quote data

Open: 0.010
High: 0.021
Low: 0.010
Previous Close: 0.018
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -85.00%
3 Months
  -91.89%
YTD
  -64.29%
1 Year
  -97.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.015
1M High / 1M Low: 0.100 0.015
6M High / 6M Low: 0.280 0.015
High (YTD): 2024-04-08 0.280
Low (YTD): 2024-06-14 0.015
52W High: 2023-06-16 0.580
52W Low: 2023-10-31 0.013
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.104
Avg. volume 6M:   0.000
Avg. price 1Y:   0.149
Avg. volume 1Y:   0.000
Volatility 1M:   189.48%
Volatility 6M:   344.89%
Volatility 1Y:   280.72%
Volatility 3Y:   -