UBS Put 170 MRK 17.06.2024
/ DE000UL5Z2Q7
UBS Put 170 MRK 17.06.2024/ DE000UL5Z2Q7 /
| 2024-05-31 9:41:15 PM |
Chg.-0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-25.93% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
170.00 EUR |
2024-06-17 |
Put |
Master data
| WKN: |
UL5Z2Q |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-38.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.27 |
| Parity: |
0.35 |
| Time value: |
0.08 |
| Break-even: |
165.70 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
7.50% |
| Delta: |
-0.70 |
| Theta: |
-0.05 |
| Omega: |
-27.19 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.530 |
| High: |
0.570 |
| Low: |
0.400 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.56% |
| 1 Month |
|
|
-55.06% |
| 3 Months |
|
|
-39.39% |
| YTD |
|
|
-52.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.340 |
| 1M High / 1M Low: |
0.890 |
0.340 |
| 6M High / 6M Low: |
0.940 |
0.340 |
| High (YTD): |
2024-04-19 |
0.940 |
| Low (YTD): |
2024-05-29 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.580 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.740 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.00% |
| Volatility 6M: |
|
151.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
