UBS Call 156 MRK 20.09.2024
/ CH1285186842
UBS Call 156 MRK 20.09.2024/ CH1285186842 /
| 2024-08-26 10:19:01 AM |
Chg.+0.070 |
Bid10:19:01 AM |
Ask10:19:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.680EUR |
+4.35% |
1.680
Bid Size: 10,000 |
1.730
Ask Size: 10,000 |
MERCK KGAA O.N. |
156.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UL8Q6F |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
156.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
1.55 |
| Time value: |
0.22 |
| Break-even: |
173.70 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.15 |
| Spread %: |
9.26% |
| Delta: |
0.83 |
| Theta: |
-0.11 |
| Omega: |
8.02 |
| Rho: |
0.09 |
Quote data
| Open: |
1.620 |
| High: |
1.690 |
| Low: |
1.590 |
| Previous Close: |
1.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.51% |
| 1 Month |
|
|
+84.62% |
| 3 Months |
|
|
-7.18% |
| YTD |
|
|
+88.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.610 |
1.470 |
| 1M High / 1M Low: |
1.610 |
0.910 |
| 6M High / 6M Low: |
2.340 |
0.410 |
| High (YTD): |
2024-06-12 |
2.340 |
| Low (YTD): |
2024-07-10 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.310 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.213 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.08% |
| Volatility 6M: |
|
218.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
