UBS Call 154 MRK 20.09.2024
/ CH1285186826
UBS Call 154 MRK 20.09.2024/ CH1285186826 /
| 26/08/2024 21:00:01 |
Chg.+0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.850EUR |
+2.78% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
154.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
UL8UBR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
154.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
1.75 |
| Time value: |
0.20 |
| Break-even: |
173.50 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.15 |
| Spread %: |
8.33% |
| Delta: |
0.85 |
| Theta: |
-0.10 |
| Omega: |
7.46 |
| Rho: |
0.09 |
Quote data
| Open: |
1.810 |
| High: |
1.920 |
| Low: |
1.770 |
| Previous Close: |
1.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.45% |
| 1 Month |
|
|
+77.88% |
| 3 Months |
|
|
-5.13% |
| YTD |
|
|
+92.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
1.650 |
| 1M High / 1M Low: |
1.800 |
1.040 |
| 6M High / 6M Low: |
2.500 |
0.490 |
| High (YTD): |
12/06/2024 |
2.500 |
| Low (YTD): |
19/07/2024 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.476 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.335 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.45% |
| Volatility 6M: |
|
207.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
