UBS Call 220 DAP 20.12.2024
/ CH1297153954
UBS Call 220 DAP 20.12.2024/ CH1297153954 /
16/08/2024 15:16:41 |
Chg.+0.070 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.000EUR |
+1.42% |
- Bid Size: - |
- Ask Size: - |
DANAHER CORP. D... |
220.00 - |
20/12/2024 |
Call |
Master data
WKN: |
UL7Y7M |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DANAHER CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 - |
Maturity: |
20/12/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
20/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.26 |
Intrinsic value: |
2.93 |
Implied volatility: |
0.69 |
Historic volatility: |
0.21 |
Parity: |
2.93 |
Time value: |
2.20 |
Break-even: |
271.30 |
Moneyness: |
1.13 |
Premium: |
0.09 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.13 |
Spread %: |
2.60% |
Delta: |
0.71 |
Theta: |
-0.17 |
Omega: |
3.45 |
Rho: |
0.34 |
Quote data
Open: |
5.130 |
High: |
5.150 |
Low: |
4.960 |
Previous Close: |
4.930 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+0.20% |
3 Months |
|
|
+5.04% |
YTD |
|
|
+45.35% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
5.080 |
4.930 |
6M High / 6M Low: |
6.210 |
2.780 |
High (YTD): |
01/08/2024 |
6.210 |
Low (YTD): |
12/01/2024 |
2.740 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
4.994 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.293 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
30.81% |
Volatility 6M: |
|
116.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |