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UBS Call 178 MRK 20.12.2024/  CH1251044975  /

EUWAX
2024-11-04  8:14:47 AM Chg.-0.029 Bid3:29:05 PM Ask3:29:05 PM Underlying Strike price Expiration date Option type
0.062EUR -31.87% 0.117
Bid Size: 10,000		 0.167
Ask Size: 10,000		 MERCK KGAA O.N. 178.00 - 2024-12-20 Call
 

Master data

WKN: UL19H1
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 178.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 73.36
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.27
Parity: -2.40
Time value: 0.21
Break-even: 180.10
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 2.45
Spread abs.: 0.15
Spread %: 250.00%
Delta: 0.18
Theta: -0.07
Omega: 13.52
Rho: 0.03
 

Quote data

Open: 0.062
High: 0.062
Low: 0.062
Previous Close: 0.091
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.51%
1 Month
  -68.21%
3 Months
  -92.15%
YTD
  -87.60%
1 Year
  -91.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.106 0.053
1M High / 1M Low: 0.410 0.053
6M High / 6M Low: 1.370 0.053
High (YTD): 2024-06-13 1.370
Low (YTD): 2024-10-31 0.053
52W High: 2023-11-21 1.460
52W Low: 2024-10-31 0.053
Avg. price 1W:   0.081
Avg. volume 1W:   0.000
Avg. price 1M:   0.187
Avg. volume 1M:   0.000
Avg. price 6M:   0.626
Avg. volume 6M:   0.000
Avg. price 1Y:   0.684
Avg. volume 1Y:   0.000
Volatility 1M:   558.14%
Volatility 6M:   328.46%
Volatility 1Y:   263.21%
Volatility 3Y:   -