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UBS Call 175 MRK 20.12.2024/  CH1251044959  /

UBS Investment Bank
26/08/2024  11:50:11 Chg.+0.060 Bid11:50:11 Ask11:50:11 Underlying Strike price Expiration date Option type
1.020EUR +6.25% 1.020
Bid Size: 10,000		 1.070
Ask Size: 10,000		 MERCK KGAA O.N. 175.00 - 20/12/2024 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: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.31
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -0.35
Time value: 1.12
Break-even: 186.20
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.30
Spread abs.: 0.15
Spread %: 15.46%
Delta: 0.51
Theta: -0.06
Omega: 7.88
Rho: 0.24
 

Quote data

Open: 0.970
High: 1.030
Low: 0.950
Previous Close: 0.960
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.09%
1 Month  
+61.90%
3 Months
  -15.00%
YTD  
+56.92%
1 Year
  -32.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.890
1M High / 1M Low: 0.960 0.630
6M High / 6M Low: 1.530 0.370
High (YTD): 12/06/2024 1.530
Low (YTD): 10/07/2024 0.370
52W High: 05/09/2023 1.990
52W Low: 10/07/2024 0.370
Avg. price 1W:   0.922
Avg. volume 1W:   0.000
Avg. price 1M:   0.851
Avg. volume 1M:   0.000
Avg. price 6M:   0.823
Avg. volume 6M:   0.000
Avg. price 1Y:   0.916
Avg. volume 1Y:   0.000
Volatility 1M:   165.53%
Volatility 6M:   192.11%
Volatility 1Y:   185.46%
Volatility 3Y:   -