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: |
|
- |
