OverviewChartNewsTraderScreen

UBS Call 86 MBG 20.12.2024/  CH1251035155  /

Frankfurt Zert./UBS
2024-06-18  7:37:09 PM Chg.+0.001 Bid2024-06-18 Ask2024-06-18 Underlying Strike price Expiration date Option type
0.009EUR +12.50% -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 86.00 - 2024-12-20 Call
 

Master data

WKN: UL1MX7
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 86.00 -
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: 0.34
Historic volatility: 0.20
Parity: -2.24
Time value: 0.10
Break-even: 87.00
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.86
Spread abs.: 0.09
Spread %: 1,011.11%
Delta: 0.14
Theta: -0.01
Omega: 9.06
Rho: 0.04
 

Quote data

Open: 0.009
High: 0.009
Low: 0.008
Previous Close: 0.008
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -55.00%
1 Month
  -85.48%
3 Months
  -94.30%
YTD
  -71.88%
1 Year
  -98.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.008
1M High / 1M Low: 0.047 0.008
6M High / 6M Low: 0.233 0.008
High (YTD): 2024-04-08 0.233
Low (YTD): 2024-06-17 0.008
52W High: 2023-06-19 0.490
52W Low: 2024-06-17 0.008
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.083
Avg. volume 6M:   0.000
Avg. price 1Y:   0.120
Avg. volume 1Y:   0.000
Volatility 1M:   171.41%
Volatility 6M:   359.44%
Volatility 1Y:   301.22%
Volatility 3Y:   -