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UBS Call 165 MRK 20.09.2024/  CH1272041729  /

EUWAX
2024-08-26  9:07:47 AM Chg.+0.070 Bid10:05:36 AM Ask10:05:36 AM Underlying Strike price Expiration date Option type
0.890EUR +8.54% 0.880
Bid Size: 10,000		 0.930
Ask Size: 10,000		 MERCK KGAA O.N. 165.00 - 2024-09-20 Call
 

Master data

WKN: UL6M2X
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.50
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.65
Implied volatility: 0.32
Historic volatility: 0.27
Parity: 0.65
Time value: 0.33
Break-even: 174.80
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.32
Spread abs.: 0.15
Spread %: 18.07%
Delta: 0.70
Theta: -0.11
Omega: 12.26
Rho: 0.08
 

Quote data

Open: 0.890
High: 0.890
Low: 0.890
Previous Close: 0.820
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.84%
1 Month  
+169.70%
3 Months
  -27.64%
YTD  
+56.14%
1 Year
  -45.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.670
1M High / 1M Low: 0.860 0.330
6M High / 6M Low: 1.640 0.207
High (YTD): 2024-06-13 1.640
Low (YTD): 2024-07-22 0.207
52W High: 2023-09-05 2.190
52W Low: 2024-07-22 0.207
Avg. price 1W:   0.800
Avg. volume 1W:   0.000
Avg. price 1M:   0.701
Avg. volume 1M:   0.000
Avg. price 6M:   0.802
Avg. volume 6M:   0.000
Avg. price 1Y:   0.930
Avg. volume 1Y:   0.000
Volatility 1M:   514.70%
Volatility 6M:   302.48%
Volatility 1Y:   252.47%
Volatility 3Y:   -