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UBS Call 192 MRK 20.09.2024/  CH1272041885  /

Frankfurt Zert./UBS
8/23/2024  7:29:00 PM Chg.0.000 Bid8:16:46 AM Ask8:16:46 AM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 1,000		 0.132
Ask Size: 1,000		 MERCK KGAA O.N. 192.00 - 9/20/2024 Call
 

Master data

WKN: UL56XC
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 192.00 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 127.99
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.27
Parity: -2.05
Time value: 0.13
Break-even: 193.34
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 4.06
Spread abs.: 0.13
Spread %: 13,300.00%
Delta: 0.15
Theta: -0.08
Omega: 19.59
Rho: 0.02
 

Quote data

Open: 0.032
High: 0.036
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -92.86%
3 Months
  -99.59%
YTD
  -99.49%
1 Year
  -99.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.078 0.001
6M High / 6M Low: 0.370 0.001
High (YTD): 6/12/2024 0.370
Low (YTD): 8/23/2024 0.001
52W High: 9/5/2023 1.030
52W Low: 8/23/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.128
Avg. volume 6M:   0.000
Avg. price 1Y:   0.259
Avg. volume 1Y:   0.000
Volatility 1M:   12,207.78%
Volatility 6M:   6,968.22%
Volatility 1Y:   4,959.92%
Volatility 3Y:   -