UBS Call 165 MRK 17.06.2024
/ DE000UL3Q5Z4
UBS Call 165 MRK 17.06.2024/ DE000UL3Q5Z4 /
| 2024-05-31 9:44:28 PM |
Chg.+0.120 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+37.50% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
165.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL3Q5Z |
| 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: |
2023-03-03 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
35.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.27 |
| Parity: |
0.15 |
| Time value: |
0.32 |
| Break-even: |
169.70 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.03 |
| Spread %: |
6.82% |
| Delta: |
0.59 |
| Theta: |
-0.12 |
| Omega: |
20.75 |
| Rho: |
0.04 |
Quote data
| Open: |
0.330 |
| High: |
0.450 |
| Low: |
0.310 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.20% |
| 1 Month |
|
|
+193.33% |
| 3 Months |
|
|
+25.71% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
-21.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.320 |
| 1M High / 1M Low: |
0.540 |
0.150 |
| 6M High / 6M Low: |
0.540 |
0.123 |
| High (YTD): |
2024-05-23 |
0.540 |
| Low (YTD): |
2024-04-19 |
0.123 |
| 52W High: |
2023-06-12 |
0.600 |
| 52W Low: |
2024-04-19 |
0.123 |
| Avg. price 1W: |
|
0.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.355 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.273 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.351 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
354.68% |
| Volatility 6M: |
|
243.00% |
| Volatility 1Y: |
|
186.31% |
| Volatility 3Y: |
|
- |
