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: |
|
- |
