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UBS Call 175 MRK 20.12.2024/  CH1251044959  /

Frankfurt Zert./UBS
10/2/2024  7:27:49 PM Chg.-0.040 Bid9:47:05 PM Ask9:47:05 PM Underlying Strike price Expiration date Option type
0.260EUR -13.33% -
Bid Size: -		 -
Ask Size: -		 MERCK KGAA O.N. 175.00 - 12/20/2024 Call
 

Master data

WKN: UL19GP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 175.00 -
Maturity: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 40.10
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -1.86
Time value: 0.39
Break-even: 178.90
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.86
Spread abs.: 0.15
Spread %: 60.49%
Delta: 0.28
Theta: -0.06
Omega: 11.14
Rho: 0.09
 

Quote data

Open: 0.310
High: 0.310
Low: 0.260
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.71%
1 Month
  -74.76%
3 Months
  -43.48%
YTD
  -60.00%
1 Year
  -78.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.260
1M High / 1M Low: 1.030 0.240
6M High / 6M Low: 1.540 0.240
High (YTD): 6/12/2024 1.540
Low (YTD): 9/25/2024 0.240
52W High: 11/21/2023 1.580
52W Low: 9/25/2024 0.240
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.572
Avg. volume 1M:   0.000
Avg. price 6M:   0.772
Avg. volume 6M:   0.000
Avg. price 1Y:   0.823
Avg. volume 1Y:   0.000
Volatility 1M:   260.63%
Volatility 6M:   212.48%
Volatility 1Y:   194.09%
Volatility 3Y:   -