UBS Call 174 MRK 20.12.2024
/ CH1251044942
UBS Call 174 MRK 20.12.2024/ CH1251044942 /
26/08/2024 13:20:00 |
Chg.+0.070 |
Bid13:20:00 |
Ask13:20:00 |
Underlying |
Strike price |
Expiration date |
Option type |
1.080EUR |
+6.93% |
1.080 Bid Size: 10,000 |
1.130 Ask Size: 10,000 |
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: |
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: |
1.080 |
Low: |
1.000 |
Previous Close: |
1.010 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
+63.64% |
3 Months |
|
|
-13.60% |
YTD |
|
|
+61.19% |
1 Year |
|
|
-30.77% |
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): |
12/06/2024 |
1.580 |
Low (YTD): |
10/07/2024 |
0.380 |
52W High: |
05/09/2023 |
2.040 |
52W Low: |
10/07/2024 |
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: |
|
- |