UBS Call 198 MRK 20.09.2024
/ CH1272041927
UBS Call 198 MRK 20.09.2024/ CH1272041927 /
16/08/2024 09:24:52 |
Chg.- |
Bid22:00:21 |
Ask22:00:21 |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
- |
- Bid Size: - |
- Ask Size: - |
MERCK KGAA O.N. |
198.00 - |
20/09/2024 |
Call |
Master data
WKN: |
UL6JKQ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
198.00 - |
Maturity: |
20/09/2024 |
Issue date: |
15/06/2023 |
Last trading day: |
20/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
171.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.27 |
Parity: |
-2.65 |
Time value: |
0.10 |
Break-even: |
199.00 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
6.47 |
Spread abs.: |
0.07 |
Spread %: |
270.37% |
Delta: |
0.11 |
Theta: |
-0.07 |
Omega: |
19.38 |
Rho: |
0.01 |
Quote data
Open: |
0.030 |
High: |
0.030 |
Low: |
0.030 |
Previous Close: |
0.030 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-11.76% |
3 Months |
|
|
-83.96% |
YTD |
|
|
-78.87% |
1 Year |
|
|
-94.92% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.056 |
0.028 |
6M High / 6M Low: |
0.280 |
0.028 |
High (YTD): |
05/03/2024 |
0.280 |
Low (YTD): |
13/08/2024 |
0.028 |
52W High: |
05/09/2023 |
0.860 |
52W Low: |
13/08/2024 |
0.028 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.038 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.132 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.225 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
261.11% |
Volatility 6M: |
|
444.24% |
Volatility 1Y: |
|
384.56% |
Volatility 3Y: |
|
- |