UBS Call 165 MRK 17.06.2024
/ DE000UK98DJ1
UBS Call 165 MRK 17.06.2024/ DE000UK98DJ1 /
| 2024-05-31 8:35:42 PM |
Chg.+0.072 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+29.03% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
165.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UK98DJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-12-01 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
59.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.27 |
| Parity: |
0.15 |
| Time value: |
0.13 |
| Break-even: |
167.80 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
12.90% |
| Delta: |
0.66 |
| Theta: |
-0.06 |
| Omega: |
39.21 |
| Rho: |
0.05 |
Quote data
| Open: |
0.250 |
| High: |
0.330 |
| Low: |
0.245 |
| Previous Close: |
0.248 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
+166.67% |
| 3 Months |
|
|
+40.97% |
| YTD |
|
|
+101.26% |
| 1 Year |
|
|
-3.03% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.248 |
| 1M High / 1M Low: |
0.360 |
0.120 |
| 6M High / 6M Low: |
0.360 |
0.102 |
| High (YTD): |
2024-05-29 |
0.360 |
| Low (YTD): |
2024-04-19 |
0.102 |
| 52W High: |
2024-05-29 |
0.360 |
| 52W Low: |
2024-04-19 |
0.102 |
| Avg. price 1W: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.189 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.225 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
296.64% |
| Volatility 6M: |
|
200.82% |
| Volatility 1Y: |
|
154.38% |
| Volatility 3Y: |
|
- |
