UBS Call 155 MRK 17.06.2024
/ CH1285186800
UBS Call 155 MRK 17.06.2024/ CH1285186800 /
| 2024-05-03 8:47:20 AM |
Chg.+0.070 |
Bid5:08:12 PM |
Ask5:08:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+22.58% |
0.470
Bid Size: 10,000 |
0.520
Ask Size: 10,000 |
MERCK KGAA O.N. |
155.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL8VEU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-0.47 |
| Time value: |
0.52 |
| Break-even: |
160.20 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.15 |
| Spread %: |
40.54% |
| Delta: |
0.43 |
| Theta: |
-0.08 |
| Omega: |
12.53 |
| Rho: |
0.07 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
-49.33% |
| 3 Months |
|
|
-52.50% |
| YTD |
|
|
-29.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.310 |
| 1M High / 1M Low: |
0.820 |
0.250 |
| 6M High / 6M Low: |
1.930 |
0.250 |
| High (YTD): |
2024-04-02 |
1.230 |
| Low (YTD): |
2024-04-19 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.365 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.484 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.870 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
381.86% |
| Volatility 6M: |
|
262.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
