UBS Call 144 MRK 17.06.2024
/ CH1302934802
UBS Call 144 MRK 17.06.2024/ CH1302934802 /
| 17/05/2024 19:29:16 |
Chg.-0.080 |
Bid21:48:55 |
Ask21:48:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.380EUR |
-3.25% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
144.00 EUR |
17/06/2024 |
Call |
Master data
| WKN: |
UL9B0D |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
144.00 EUR |
| Maturity: |
17/06/2024 |
| Issue date: |
02/11/2023 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
2.32 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.27 |
| Parity: |
2.32 |
| Time value: |
0.20 |
| Break-even: |
169.20 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.15 |
| Spread %: |
6.33% |
| Delta: |
0.88 |
| Theta: |
-0.09 |
| Omega: |
5.81 |
| Rho: |
0.10 |
Quote data
| Open: |
2.460 |
| High: |
2.560 |
| Low: |
2.380 |
| Previous Close: |
2.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+85.94% |
| 1 Month |
|
|
+235.21% |
| 3 Months |
|
|
+41.67% |
| YTD |
|
|
+112.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.460 |
1.270 |
| 1M High / 1M Low: |
2.460 |
0.690 |
| 6M High / 6M Low: |
2.690 |
0.690 |
| High (YTD): |
16/05/2024 |
2.460 |
| Low (YTD): |
19/04/2024 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.956 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.238 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.432 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.70% |
| Volatility 6M: |
|
192.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
