UBS Call 200 DAP 20.06.2025
/ CH1302946962
UBS Call 200 DAP 20.06.2025/ CH1302946962 /
2024-08-16 3:17:27 PM |
Chg.+0.080 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
7.270EUR |
+1.11% |
- Bid Size: - |
- Ask Size: - |
DANAHER CORP. D... |
200.00 - |
2025-06-20 |
Call |
Master data
WKN: |
UL87QZ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DANAHER CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2023-11-02 |
Last trading day: |
2024-08-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.45 |
Intrinsic value: |
4.75 |
Implied volatility: |
0.54 |
Historic volatility: |
0.21 |
Parity: |
4.75 |
Time value: |
2.58 |
Break-even: |
273.30 |
Moneyness: |
1.24 |
Premium: |
0.10 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.06 |
Spread %: |
0.83% |
Delta: |
0.77 |
Theta: |
-0.07 |
Omega: |
2.60 |
Rho: |
0.91 |
Quote data
Open: |
7.400 |
High: |
7.420 |
Low: |
7.230 |
Previous Close: |
7.190 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+0.41% |
3 Months |
|
|
+0.83% |
YTD |
|
|
+42.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
7.340 |
7.190 |
6M High / 6M Low: |
8.550 |
4.970 |
High (YTD): |
2024-08-01 |
8.550 |
Low (YTD): |
2024-01-15 |
4.460 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
7.260 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.494 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
20.30% |
Volatility 6M: |
|
79.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |