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: |
|
- |