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UBS Call 85 MBG 20.12.2024/  CH1251035148  /

UBS Investment Bank
2024-06-14  9:54:42 PM Chg.-0.003 Bid- Ask- Underlying Strike price Expiration date Option type
0.011EUR -21.43% -
Bid Size: -		 -
Ask Size: -		 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: 63.20
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.20
Parity: -2.18
Time value: 0.10
Break-even: 86.00
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 0.82
Spread abs.: 0.09
Spread %: 809.09%
Delta: 0.14
Theta: -0.01
Omega: 9.13
Rho: 0.04
 

Quote data

Open: 0.006
High: 0.017
Low: 0.006
Previous Close: 0.014
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.17%
1 Month
  -87.36%
3 Months
  -93.45%
YTD
  -69.44%
1 Year
  -97.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.011
1M High / 1M Low: 0.087 0.011
6M High / 6M Low: 0.250 0.011
High (YTD): 2024-04-08 0.250
Low (YTD): 2024-06-14 0.011
52W High: 2023-06-16 0.540
52W Low: 2024-06-14 0.011
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   0.093
Avg. volume 6M:   0.000
Avg. price 1Y:   0.136
Avg. volume 1Y:   0.000
Volatility 1M:   204.83%
Volatility 6M:   406.35%
Volatility 1Y:   323.94%
Volatility 3Y:   -