UBS Call 202 MRK 20.09.2024
/ CH1272041943
UBS Call 202 MRK 20.09.2024/ CH1272041943 /
| 2024-08-16 9:24:52 AM |
Chg.- |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
202.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL6M38 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
202.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-08-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
171.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.27 |
| Parity: |
-3.05 |
| Time value: |
0.10 |
| Break-even: |
203.00 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
10.73 |
| Spread abs.: |
0.08 |
| Spread %: |
354.55% |
| Delta: |
0.10 |
| Theta: |
-0.08 |
| Omega: |
17.96 |
| Rho: |
0.01 |
Quote data
| Open: |
0.025 |
| High: |
0.025 |
| Low: |
0.025 |
| Previous Close: |
0.025 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.71% |
| 3 Months |
|
|
-83.11% |
| YTD |
|
|
-79.51% |
| 1 Year |
|
|
-95.19% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.043 |
0.023 |
| 6M High / 6M Low: |
0.241 |
0.014 |
| High (YTD): |
2024-03-05 |
0.241 |
| Low (YTD): |
2024-04-03 |
0.014 |
| 52W High: |
2023-09-05 |
0.760 |
| 52W Low: |
2024-04-03 |
0.014 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.031 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.107 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.190 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
236.55% |
| Volatility 6M: |
|
1,114.66% |
| Volatility 1Y: |
|
818.65% |
| Volatility 3Y: |
|
- |
