UBS Call 154 MRK 17.06.2024
/ CH1285186792
UBS Call 154 MRK 17.06.2024/ CH1285186792 /
| 17/05/2024 19:25:25 |
Chg.+0.160 |
Bid20:03:04 |
Ask20:03:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
+12.50% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
154.00 EUR |
17/06/2024 |
Call |
Master data
| WKN: |
UL8UC3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
154.00 EUR |
| Maturity: |
17/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
1.47 |
| Time value: |
0.20 |
| Break-even: |
170.70 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
9.87% |
| Delta: |
0.84 |
| Theta: |
-0.08 |
| Omega: |
8.48 |
| Rho: |
0.11 |
Quote data
| Open: |
1.510 |
| High: |
1.590 |
| Low: |
1.430 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+152.63% |
| 1 Month |
|
|
+380.00% |
| 3 Months |
|
|
+38.46% |
| YTD |
|
|
+111.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.440 |
0.680 |
| 1M High / 1M Low: |
1.440 |
0.280 |
| 6M High / 6M Low: |
2.000 |
0.280 |
| High (YTD): |
17/05/2024 |
1.440 |
| Low (YTD): |
19/04/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.602 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.855 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
457.98% |
| Volatility 6M: |
|
290.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
