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UBS Call 85 MBG 20.12.2024/  CH1251035148  /

Frankfurt Zert./UBS
2024-06-18  7:32:49 PM Chg.+0.001 Bid2024-06-18 Ask2024-06-18 Underlying Strike price Expiration date Option type
0.012EUR +9.09% 0.012
Bid Size: 20,000		 0.100
Ask Size: 20,000		 MERCEDES-BENZ GROUP ... 85.00 - 2024-12-20 Call
 

Master data

WKN: UL1Y97
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 63.59
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.20
Parity: -2.14
Time value: 0.10
Break-even: 86.00
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 0.81
Spread abs.: 0.09
Spread %: 809.09%
Delta: 0.15
Theta: -0.01
Omega: 9.25
Rho: 0.04
 

Quote data

Open: 0.012
High: 0.012
Low: 0.011
Previous Close: 0.011
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -83.10%
3 Months
  -93.06%
YTD
  -66.67%
1 Year
  -97.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.011
1M High / 1M Low: 0.055 0.011
6M High / 6M Low: 0.260 0.011
High (YTD): 2024-04-08 0.260
Low (YTD): 2024-06-17 0.011
52W High: 2023-06-19 0.530
52W Low: 2024-06-17 0.011
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.093
Avg. volume 6M:   0.000
Avg. price 1Y:   0.133
Avg. volume 1Y:   0.000
Volatility 1M:   156.72%
Volatility 6M:   296.48%
Volatility 1Y:   260.84%
Volatility 3Y:   -