UBS Call 154 MRK 20.09.2024
/ CH1285186826
UBS Call 154 MRK 20.09.2024/ CH1285186826 /
26/08/2024 19:45:36 |
Chg.+0.040 |
Bid19:45:36 |
Ask19:45:36 |
Underlying |
Strike price |
Expiration date |
Option type |
1.840EUR |
+2.22% |
1.840 Bid Size: 1,000 |
1.990 Ask Size: 1,000 |
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 |
|
|
+10.84% |
1 Month |
|
|
+76.92% |
3 Months |
|
|
-5.64% |
YTD |
|
|
+91.67% |
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: |
|
- |