UBS Call 155 MRK 17.06.2024
/ CH1285186800
UBS Call 155 MRK 17.06.2024/ CH1285186800 /
| 2024-05-21 8:50:00 AM |
Chg.-0.12 |
Bid3:11:43 PM |
Ask3:11:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
-8.89% |
1.22
Bid Size: 10,000 |
1.27
Ask Size: 10,000 |
MERCK KGAA O.N. |
155.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL8VEU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
1.16 |
| Time value: |
0.23 |
| Break-even: |
168.80 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.15 |
| Spread %: |
12.20% |
| Delta: |
0.80 |
| Theta: |
-0.09 |
| Omega: |
9.66 |
| Rho: |
0.09 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+136.54% |
| 1 Month |
|
|
+392.00% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
+127.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
0.52 |
| 1M High / 1M Low: |
1.52 |
0.27 |
| 6M High / 6M Low: |
1.93 |
0.25 |
| High (YTD): |
2024-05-17 |
1.52 |
| Low (YTD): |
2024-04-19 |
0.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
480.98% |
| Volatility 6M: |
|
301.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
