UBS Call 160 MRK 17.06.2024
/ CH1213895845
UBS Call 160 MRK 17.06.2024/ CH1213895845 /
22/05/2024 19:31:27 |
Chg.+0.170 |
Bid21:52:47 |
Ask21:52:47 |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
+21.79% |
- Bid Size: - |
- Ask Size: - |
MERCK KGAA O.N. |
160.00 - |
17/06/2024 |
Call |
Master data
WKN: |
UK8P8D |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 - |
Maturity: |
17/06/2024 |
Issue date: |
18/10/2022 |
Last trading day: |
14/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.57 |
Implied volatility: |
0.33 |
Historic volatility: |
0.27 |
Parity: |
0.57 |
Time value: |
0.36 |
Break-even: |
169.30 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.15 |
Spread %: |
19.23% |
Delta: |
0.68 |
Theta: |
-0.11 |
Omega: |
12.14 |
Rho: |
0.07 |
Quote data
Open: |
0.750 |
High: |
0.980 |
Low: |
0.750 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+13.10% |
1 Month |
|
|
+458.82% |
3 Months |
|
|
+20.25% |
YTD |
|
|
+93.88% |
1 Year |
|
|
-60.58% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.780 |
1M High / 1M Low: |
0.930 |
0.170 |
6M High / 6M Low: |
1.450 |
0.147 |
High (YTD): |
17/05/2024 |
0.930 |
Low (YTD): |
19/04/2024 |
0.147 |
52W High: |
06/06/2023 |
2.630 |
52W Low: |
19/04/2024 |
0.147 |
Avg. price 1W: |
|
0.838 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.404 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.591 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.078 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
650.41% |
Volatility 6M: |
|
364.97% |
Volatility 1Y: |
|
276.74% |
Volatility 3Y: |
|
- |