UBS Call 220 DHR 20.06.2025
/ CH1302947002
UBS Call 220 DHR 20.06.2025/ CH1302947002 /
2024-08-02 9:56:19 PM |
Chg.-0.500 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.500EUR |
-7.14% |
- Bid Size: - |
- Ask Size: - |
Danaher Corporation |
220.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
UL9BL8 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2023-11-02 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.01 |
Intrinsic value: |
5.20 |
Implied volatility: |
0.38 |
Historic volatility: |
0.21 |
Parity: |
5.20 |
Time value: |
1.67 |
Break-even: |
270.33 |
Moneyness: |
1.26 |
Premium: |
0.07 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.37 |
Spread %: |
5.69% |
Delta: |
0.82 |
Theta: |
-0.05 |
Omega: |
3.03 |
Rho: |
1.23 |
Quote data
Open: |
6.840 |
High: |
6.870 |
Low: |
6.140 |
Previous Close: |
7.000 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.78% |
1 Month |
|
|
+77.11% |
3 Months |
|
|
+41.00% |
YTD |
|
|
+64.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.000 |
6.250 |
1M High / 1M Low: |
7.000 |
3.670 |
6M High / 6M Low: |
7.000 |
3.670 |
High (YTD): |
2024-08-01 |
7.000 |
Low (YTD): |
2024-01-15 |
3.350 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.602 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.093 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.065 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.19% |
Volatility 6M: |
|
90.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |