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UBS Call 180 MRK 20.12.2024/  CH1251044983  /

EUWAX
11/4/2024  8:14:47 AM Chg.-0.033 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.050EUR -39.76% -
Bid Size: -		 -
Ask Size: -		 MERCK KGAA O.N. 180.00 - 12/20/2024 Call
 

Master data

WKN: UL1MAH
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 77.80
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.27
Parity: -2.60
Time value: 0.20
Break-even: 181.98
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 2.75
Spread abs.: 0.15
Spread %: 312.50%
Delta: 0.17
Theta: -0.07
Omega: 13.40
Rho: 0.03
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.083
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.53%
1 Month
  -70.24%
3 Months
  -93.15%
YTD
  -89.36%
1 Year
  -93.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.087 0.044
1M High / 1M Low: 0.360 0.044
6M High / 6M Low: 1.270 0.044
High (YTD): 6/13/2024 1.270
Low (YTD): 10/31/2024 0.044
52W High: 11/21/2023 1.390
52W Low: 10/31/2024 0.044
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.162
Avg. volume 1M:   0.000
Avg. price 6M:   0.571
Avg. volume 6M:   0.000
Avg. price 1Y:   0.632
Avg. volume 1Y:   0.000
Volatility 1M:   590.53%
Volatility 6M:   343.75%
Volatility 1Y:   272.17%
Volatility 3Y:   -