UBS Call 160 MRK 17.06.2024
/ CH1213895845
UBS Call 160 MRK 17.06.2024/ CH1213895845 /
| 2024-05-03 7:29:24 PM |
Chg.+0.038 |
Bid8:37:12 PM |
Ask8:37:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+17.92% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
160.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8P8D |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
41.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-0.97 |
| Time value: |
0.36 |
| Break-even: |
163.60 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.15 |
| Spread %: |
69.01% |
| Delta: |
0.33 |
| Theta: |
-0.08 |
| Omega: |
13.83 |
| Rho: |
0.06 |
Quote data
| Open: |
0.300 |
| High: |
0.370 |
| Low: |
0.250 |
| Previous Close: |
0.212 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
-56.14% |
| 3 Months |
|
|
-46.81% |
| YTD |
|
|
-48.98% |
| 1 Year |
|
|
-89.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.176 |
| 1M High / 1M Low: |
0.570 |
0.147 |
| 6M High / 6M Low: |
1.630 |
0.147 |
| High (YTD): |
2024-03-28 |
0.930 |
| Low (YTD): |
2024-04-19 |
0.147 |
| 52W High: |
2023-06-06 |
2.630 |
| 52W Low: |
2024-04-19 |
0.147 |
| Avg. price 1W: |
|
0.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.651 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.168 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
474.98% |
| Volatility 6M: |
|
301.71% |
| Volatility 1Y: |
|
232.84% |
| Volatility 3Y: |
|
- |
