UBS Call 215 DAP 20.12.2024
/ CH1297153947
UBS Call 215 DAP 20.12.2024/ CH1297153947 /
| 2024-08-02 9:56:19 PM |
Chg.-0.470 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.160EUR |
-7.09% |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
215.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL8E7L |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.26 |
| Intrinsic value: |
3.86 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.21 |
| Parity: |
3.86 |
| Time value: |
2.14 |
| Break-even: |
275.00 |
| Moneyness: |
1.18 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
-0.16 |
| Spread %: |
-2.60% |
| Delta: |
0.74 |
| Theta: |
-0.13 |
| Omega: |
3.15 |
| Rho: |
0.48 |
Quote data
| Open: |
6.480 |
| High: |
6.520 |
| Low: |
5.740 |
| Previous Close: |
6.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.58% |
| 1 Month |
|
|
+93.10% |
| 3 Months |
|
|
+49.51% |
| YTD |
|
|
+65.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.630 |
5.890 |
| 1M High / 1M Low: |
6.630 |
3.190 |
| 6M High / 6M Low: |
6.630 |
3.120 |
| High (YTD): |
2024-08-01 |
6.630 |
| Low (YTD): |
2024-01-12 |
3.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.691 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.650 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.48% |
| Volatility 6M: |
|
104.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
