UBS Call 217.166 DHR 20.12.2024
/ CH1251052655
UBS Call 217.166 DHR 20.12.2024/ CH1251052655 /
| 12/11/2024 08:14:35 |
Chg.-0.22 |
Bid22:00:21 |
Ask22:00:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.97EUR |
-6.90% |
-
Bid Size: - |
-
Ask Size: - |
Danaher Corporation |
217.1656 USD |
20/12/2024 |
Call |
Master data
| WKN: |
UL19GX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
217.17 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
21/02/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
8.87:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.86 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
2.76 |
| Time value: |
0.17 |
| Break-even: |
229.64 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.69% |
| Delta: |
0.91 |
| Theta: |
-0.06 |
| Omega: |
8.01 |
| Rho: |
0.19 |
Quote data
| Open: |
2.97 |
| High: |
2.97 |
| Low: |
2.97 |
| Previous Close: |
3.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.41% |
| 1 Month |
|
|
-45.40% |
| 3 Months |
|
|
-50.42% |
| YTD |
|
|
-27.74% |
| 1 Year |
|
|
+44.17% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.20 |
3.19 |
| 1M High / 1M Low: |
6.57 |
2.85 |
| 6M High / 6M Low: |
7.12 |
2.85 |
| High (YTD): |
02/08/2024 |
7.12 |
| Low (YTD): |
31/10/2024 |
2.85 |
| 52W High: |
02/08/2024 |
7.12 |
| 52W Low: |
13/11/2023 |
2.06 |
| Avg. price 1W: |
|
3.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.83 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
167.46% |
| Volatility 6M: |
|
119.28% |
| Volatility 1Y: |
|
111.84% |
| Volatility 3Y: |
|
- |
