UBS Call 145 MRK 17.06.2024
/ CH1302934810
UBS Call 145 MRK 17.06.2024/ CH1302934810 /
| 2024-05-03 7:36:46 PM |
Chg.+0.120 |
Bid9:51:24 PM |
Ask9:51:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+13.19% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
145.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL9CUJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.53 |
| Time value: |
0.53 |
| Break-even: |
155.60 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.15 |
| Spread %: |
16.48% |
| Delta: |
0.65 |
| Theta: |
-0.09 |
| Omega: |
9.25 |
| Rho: |
0.11 |
Quote data
| Open: |
1.060 |
| High: |
1.230 |
| Low: |
1.030 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.10% |
| 1 Month |
|
|
-24.26% |
| 3 Months |
|
|
-8.04% |
| YTD |
|
|
-3.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.820 |
| 1M High / 1M Low: |
1.360 |
0.640 |
| 6M High / 6M Low: |
2.620 |
0.640 |
| High (YTD): |
2024-03-28 |
2.010 |
| Low (YTD): |
2024-04-19 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.960 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.388 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.79% |
| Volatility 6M: |
|
187.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
