UBS Call 165 MRK 20.09.2024
/ CH1272041729
UBS Call 165 MRK 20.09.2024/ CH1272041729 /
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: |
|
- |