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UBS Call 174 MRK 20.12.2024/  CH1251044942  /

UBS Investment Bank
2024-08-26  12:15:52 PM Chg.+0.060 Bid12:15:52 PM Ask12:15:52 PM Underlying Strike price Expiration date Option type
1.070EUR +5.94% 1.070
Bid Size: 10,000		 1.120
Ask Size: 10,000		 MERCK KGAA O.N. 174.00 - 2024-12-20 Call
 

Master data

WKN: UL1QMU
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 174.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.66
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -0.25
Time value: 1.17
Break-even: 185.70
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.28
Spread abs.: 0.15
Spread %: 14.71%
Delta: 0.53
Theta: -0.06
Omega: 7.74
Rho: 0.25
 

Quote data

Open: 1.020
High: 1.070
Low: 1.000
Previous Close: 1.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.46%
1 Month  
+62.12%
3 Months
  -14.40%
YTD  
+59.70%
1 Year
  -31.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.940
1M High / 1M Low: 1.010 0.660
6M High / 6M Low: 1.580 0.380
High (YTD): 2024-06-12 1.580
Low (YTD): 2024-07-10 0.380
52W High: 2023-09-05 2.040
52W Low: 2024-07-10 0.380
Avg. price 1W:   0.970
Avg. volume 1W:   0.000
Avg. price 1M:   0.891
Avg. volume 1M:   0.000
Avg. price 6M:   0.856
Avg. volume 6M:   0.000
Avg. price 1Y:   0.947
Avg. volume 1Y:   0.000
Volatility 1M:   163.98%
Volatility 6M:   189.02%
Volatility 1Y:   183.66%
Volatility 3Y:   -