UBS Call 154 MRK 17.06.2024
/ CH1285186792
UBS Call 154 MRK 17.06.2024/ CH1285186792 /
| 2024-05-03 7:36:54 PM |
Chg.+0.070 |
Bid2024-05-03 |
Ask2024-05-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+17.07% |
0.480
Bid Size: 1,000 |
0.630
Ask Size: 1,000 |
MERCK KGAA O.N. |
154.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL8UC3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
154.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-0.37 |
| Time value: |
0.56 |
| Break-even: |
159.60 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.15 |
| Spread %: |
36.59% |
| Delta: |
0.46 |
| Theta: |
-0.08 |
| Omega: |
12.23 |
| Rho: |
0.08 |
Quote data
| Open: |
0.520 |
| High: |
0.600 |
| Low: |
0.480 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.13% |
| 1 Month |
|
|
-36.84% |
| 3 Months |
|
|
-29.41% |
| YTD |
|
|
-29.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.350 |
| 1M High / 1M Low: |
0.760 |
0.280 |
| 6M High / 6M Low: |
2.000 |
0.280 |
| High (YTD): |
2024-03-28 |
1.310 |
| Low (YTD): |
2024-04-19 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.494 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.897 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
391.76% |
| Volatility 6M: |
|
261.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
