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UBS Call 175 MRK 20.12.2024/  CH1251044959  /

UBS Investment Bank
7/23/2024  1:25:38 PM Chg.+0.130 Bid1:25:38 PM Ask1:25:38 PM Underlying Strike price Expiration date Option type
0.510EUR +34.21% 0.510
Bid Size: 10,000		 0.560
Ask Size: 10,000		 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: 28.30
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -2.50
Time value: 0.53
Break-even: 180.30
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.56
Spread abs.: 0.15
Spread %: 39.47%
Delta: 0.29
Theta: -0.04
Omega: 8.29
Rho: 0.16
 

Quote data

Open: 0.390
High: 0.540
Low: 0.380
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.51%
1 Month
  -54.46%
3 Months
  -19.05%
YTD
  -21.54%
1 Year
  -64.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.380
1M High / 1M Low: 1.080 0.370
6M High / 6M Low: 1.530 0.370
High (YTD): 6/12/2024 1.530
Low (YTD): 7/10/2024 0.370
52W High: 9/5/2023 1.990
52W Low: 7/10/2024 0.370
Avg. price 1W:   0.432
Avg. volume 1W:   0.000
Avg. price 1M:   0.506
Avg. volume 1M:   0.000
Avg. price 6M:   0.817
Avg. volume 6M:   0.000
Avg. price 1Y:   0.994
Avg. volume 1Y:   0.000
Volatility 1M:   220.00%
Volatility 6M:   195.66%
Volatility 1Y:   177.80%
Volatility 3Y:   -