UBS Put 150 MRK 17.06.2024
/ DE000UL5D344
UBS Put 150 MRK 17.06.2024/ DE000UL5D344 /
2024-05-31 9:51:33 PM |
Chg.-0.003 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.061EUR |
-4.69% |
- Bid Size: - |
- Ask Size: - |
MERCK KGAA O.N. |
150.00 EUR |
2024-06-17 |
Put |
Master data
WKN: |
UL5D34 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 EUR |
Maturity: |
2024-06-17 |
Issue date: |
2023-07-18 |
Last trading day: |
2024-06-14 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-182.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.27 |
Parity: |
-1.65 |
Time value: |
0.09 |
Break-even: |
149.09 |
Moneyness: |
0.90 |
Premium: |
0.10 |
Premium p.a.: |
8.67 |
Spread abs.: |
0.03 |
Spread %: |
49.18% |
Delta: |
-0.12 |
Theta: |
-0.09 |
Omega: |
-21.28 |
Rho: |
-0.01 |
Quote data
Open: |
0.064 |
High: |
0.078 |
Low: |
0.061 |
Previous Close: |
0.064 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.57% |
1 Month |
|
|
-82.57% |
3 Months |
|
|
-79.67% |
YTD |
|
|
-88.91% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.070 |
0.058 |
1M High / 1M Low: |
0.350 |
0.058 |
6M High / 6M Low: |
0.670 |
0.058 |
High (YTD): |
2024-01-08 |
0.590 |
Low (YTD): |
2024-05-29 |
0.058 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.063 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.145 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.365 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
233.29% |
Volatility 6M: |
|
219.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |