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: |
|
- |