OverviewChartNewsTraderScreen

UBS Call 174 MRK 20.12.2024/  CH1251044942  /

UBS Investment Bank
04/11/2024  20:58:47 Chg.-0.004 Bid20:58:47 Ask20:58:47 Underlying Strike price Expiration date Option type
0.089EUR -4.30% 0.089
Bid Size: 1,000		 0.239
Ask Size: 1,000		 MERCK KGAA O.N. 174.00 - 20/12/2024 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: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 63.40
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.27
Parity: -2.00
Time value: 0.24
Break-even: 176.43
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 1.93
Spread abs.: 0.15
Spread %: 161.29%
Delta: 0.22
Theta: -0.07
Omega: 13.63
Rho: 0.04
 

Quote data

Open: 0.096
High: 0.150
Low: 0.086
Previous Close: 0.093
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.07%
1 Month
  -61.97%
3 Months
  -89.53%
YTD
  -86.72%
1 Year
  -89.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.135 0.075
1M High / 1M Low: 0.490 0.075
6M High / 6M Low: 1.580 0.075
High (YTD): 12/06/2024 1.580
Low (YTD): 31/10/2024 0.075
52W High: 21/11/2023 1.630
52W Low: 31/10/2024 0.075
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   0.734
Avg. volume 6M:   0.000
Avg. price 1Y:   0.783
Avg. volume 1Y:   0.000
Volatility 1M:   639.22%
Volatility 6M:   321.27%
Volatility 1Y:   262.94%
Volatility 3Y:   -