OverviewChartNewsTraderScreen

UBS Call 165 MRK 20.09.2024/  CH1272041729  /

UBS Investment Bank
8/26/2024  12:14:33 PM Chg.+0.060 Bid12:14:33 PM Ask12:14:33 PM Underlying Strike price Expiration date Option type
0.880EUR +7.32% 0.880
Bid Size: 10,000		 0.930
Ask Size: 10,000		 MERCK KGAA O.N. 165.00 - 9/20/2024 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: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
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: 0.830
High: 0.900
Low: 0.800
Previous Close: 0.820
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.92%
1 Month  
+95.56%
3 Months
  -27.27%
YTD  
+41.94%
1 Year
  -46.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.720
1M High / 1M Low: 0.820 0.450
6M High / 6M Low: 1.640 0.179
High (YTD): 6/12/2024 1.640
Low (YTD): 7/10/2024 0.179
52W High: 9/5/2023 2.180
52W Low: 7/10/2024 0.179
Avg. price 1W:   0.760
Avg. volume 1W:   0.000
Avg. price 1M:   0.666
Avg. volume 1M:   0.000
Avg. price 6M:   0.750
Avg. volume 6M:   0.000
Avg. price 1Y:   0.898
Avg. volume 1Y:   0.000
Volatility 1M:   267.84%
Volatility 6M:   274.65%
Volatility 1Y:   241.96%
Volatility 3Y:   -