UBS Call 144 MRK 17.06.2024
/ CH1302934802
UBS Call 144 MRK 17.06.2024/ CH1302934802 /
| 2024-05-03 7:39:33 PM |
Chg.+0.120 |
Bid8:43:31 PM |
Ask8:43:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+12.24% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
144.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL9B0D |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
144.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.63 |
| Time value: |
0.50 |
| Break-even: |
155.30 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.15 |
| Spread %: |
15.31% |
| Delta: |
0.67 |
| Theta: |
-0.08 |
| Omega: |
8.93 |
| Rho: |
0.11 |
Quote data
| Open: |
1.140 |
| High: |
1.300 |
| Low: |
1.100 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.77% |
| 1 Month |
|
|
-12.70% |
| 3 Months |
|
|
-6.78% |
| YTD |
|
|
-1.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.880 |
| 1M High / 1M Low: |
1.260 |
0.690 |
| 6M High / 6M Low: |
2.690 |
0.690 |
| High (YTD): |
2024-03-28 |
2.100 |
| Low (YTD): |
2024-04-19 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.011 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.452 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.00% |
| Volatility 6M: |
|
181.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
