UBS Call 155 MRK 20.09.2024
/ CH1285186834
UBS Call 155 MRK 20.09.2024/ CH1285186834 /
8/26/2024 8:49:02 AM |
Chg.+0.08 |
Bid12:00:29 PM |
Ask12:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.68EUR |
+5.00% |
1.78 Bid Size: 10,000 |
1.83 Ask Size: 10,000 |
MERCK KGAA O.N. |
155.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
UL8VF6 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
9/14/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.72 |
Intrinsic value: |
1.65 |
Implied volatility: |
0.43 |
Historic volatility: |
0.27 |
Parity: |
1.65 |
Time value: |
0.21 |
Break-even: |
173.60 |
Moneyness: |
1.11 |
Premium: |
0.01 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.15 |
Spread %: |
8.77% |
Delta: |
0.84 |
Theta: |
-0.11 |
Omega: |
7.73 |
Rho: |
0.09 |
Quote data
Open: |
1.68 |
High: |
1.68 |
Low: |
1.68 |
Previous Close: |
1.60 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+20.86% |
1 Month |
|
|
+150.75% |
3 Months |
|
|
-11.58% |
YTD |
|
|
+104.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.71 |
1.39 |
1M High / 1M Low: |
1.71 |
0.67 |
6M High / 6M Low: |
2.43 |
0.46 |
High (YTD): |
6/13/2024 |
2.43 |
Low (YTD): |
7/23/2024 |
0.46 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.58 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.40 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.28 |
Avg. volume 6M: |
|
11.51 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
434.65% |
Volatility 6M: |
|
260.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |