UBS Put 155 MRK 20.09.2024
/ DE000UL69VK0
UBS Put 155 MRK 20.09.2024/ DE000UL69VK0 /
| 2024-08-26 9:06:36 AM |
Chg.-0.004 |
Bid2:47:37 PM |
Ask2:47:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
-5.33% |
0.071
Bid Size: 10,000 |
0.081
Ask Size: 10,000 |
MERCK KGAA O.N. |
155.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
UL69VK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-186.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-1.65 |
| Time value: |
0.09 |
| Break-even: |
154.08 |
| Moneyness: |
0.90 |
| Premium: |
0.10 |
| Premium p.a.: |
3.11 |
| Spread abs.: |
0.03 |
| Spread %: |
48.39% |
| Delta: |
-0.12 |
| Theta: |
-0.06 |
| Omega: |
-21.76 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.071 |
| High: |
0.071 |
| Low: |
0.071 |
| Previous Close: |
0.075 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.26% |
| 1 Month |
|
|
-72.69% |
| 3 Months |
|
|
-54.78% |
| YTD |
|
|
-79.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.095 |
0.075 |
| 1M High / 1M Low: |
0.260 |
0.075 |
| 6M High / 6M Low: |
0.380 |
0.075 |
| High (YTD): |
2024-04-18 |
0.380 |
| Low (YTD): |
2024-08-23 |
0.075 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.223 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.91% |
| Volatility 6M: |
|
177.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
