UBS Call 160 MRK 17.06.2024
/ DE000UL2R3E4
UBS Call 160 MRK 17.06.2024/ DE000UL2R3E4 /
| 31/05/2024 21:44:28 |
Chg.+0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+25.45% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
160.00 EUR |
17/06/2024 |
Call |
Master data
| WKN: |
UL2R3E |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 EUR |
| Maturity: |
17/06/2024 |
| Issue date: |
23/03/2023 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
23.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.27 |
| Parity: |
0.65 |
| Time value: |
0.07 |
| Break-even: |
167.20 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
4.35% |
| Delta: |
0.87 |
| Theta: |
-0.06 |
| Omega: |
20.02 |
| Rho: |
0.06 |
Quote data
| Open: |
0.560 |
| High: |
0.700 |
| Low: |
0.540 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.43% |
| 1 Month |
|
|
+248.48% |
| 3 Months |
|
|
+68.29% |
| YTD |
|
|
+176.00% |
| 1 Year |
|
|
+16.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.550 |
| 1M High / 1M Low: |
0.750 |
0.198 |
| 6M High / 6M Low: |
0.750 |
0.144 |
| High (YTD): |
29/05/2024 |
0.750 |
| Low (YTD): |
19/04/2024 |
0.144 |
| 52W High: |
29/05/2024 |
0.750 |
| 52W Low: |
19/04/2024 |
0.144 |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.507 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.338 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.401 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
287.31% |
| Volatility 6M: |
|
238.12% |
| Volatility 1Y: |
|
182.63% |
| Volatility 3Y: |
|
- |
