UBS Call 66 MBG 21.03.2025/  CH1309042088  /

UBS Investment Bank
1/24/2025  9:55:02 PM Chg.+0.003 Bid- Ask- Underlying Strike price Expiration date Option type
0.020EUR +17.65% -
Bid Size: -
-
Ask Size: -
MERCEDES-BENZ GROUP ... 66.00 EUR 3/21/2025 Call
 

Master data

WKN: UM1G1V
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 66.00 EUR
Maturity: 3/21/2025
Issue date: 12/6/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 56.79
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.24
Parity: -0.92
Time value: 0.10
Break-even: 67.00
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 2.00
Spread abs.: 0.08
Spread %: 400.00%
Delta: 0.21
Theta: -0.02
Omega: 11.76
Rho: 0.02
 

Quote data

Open: 0.007
High: 0.052
Low: 0.007
Previous Close: 0.017
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.04%
1 Month  
+53.85%
3 Months
  -75.61%
YTD  
+11.11%
1 Year
  -93.55%
3 Years     -
5 Years     -
1W High / 1W Low: 0.032 0.017
1M High / 1M Low: 0.032 0.008
6M High / 6M Low: 0.390 0.001
High (YTD): 1/20/2025 0.032
Low (YTD): 1/9/2025 0.008
52W High: 4/8/2024 1.210
52W Low: 12/18/2024 0.001
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.102
Avg. volume 6M:   0.000
Avg. price 1Y:   0.417
Avg. volume 1Y:   0.000
Volatility 1M:   786.27%
Volatility 6M:   3,611.55%
Volatility 1Y:   2,559.11%
Volatility 3Y:   -