UBS Call 210 DAP 20.12.2024
/ CH1297153939
UBS Call 210 DAP 20.12.2024/ CH1297153939 /
| 2024-07-10 6:57:17 PM |
Chg.+0.140 |
Bid6:57:17 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.710EUR |
+3.92% |
3.710
Bid Size: 7,500 |
-
Ask Size: - |
DANAHER CORP. D... |
210.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL8C1F |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.21 |
| Parity: |
1.17 |
| Time value: |
2.49 |
| Break-even: |
246.60 |
| Moneyness: |
1.06 |
| Premium: |
0.11 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.09 |
| Spread %: |
2.52% |
| Delta: |
0.65 |
| Theta: |
-0.10 |
| Omega: |
3.92 |
| Rho: |
0.48 |
Quote data
| Open: |
3.520 |
| High: |
3.710 |
| Low: |
3.520 |
| Previous Close: |
3.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.06% |
| 1 Month |
|
|
-37.12% |
| 3 Months |
|
|
-22.06% |
| YTD |
|
|
-7.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.650 |
3.480 |
| 1M High / 1M Low: |
5.900 |
3.480 |
| 6M High / 6M Low: |
5.940 |
3.300 |
| High (YTD): |
2024-05-22 |
5.940 |
| Low (YTD): |
2024-01-12 |
3.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.821 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.69% |
| Volatility 6M: |
|
95.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
