UBS Call 220 DHR 20.06.2025
/ CH1302947002
UBS Call 220 DHR 20.06.2025/ CH1302947002 /
| 11/15/2024 9:55:46 PM |
Chg.-0.610 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.680EUR |
-18.54% |
-
Bid Size: - |
-
Ask Size: - |
Danaher Corporation |
220.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
11/2/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
1.00 |
| Time value: |
1.70 |
| Break-even: |
235.97 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.75% |
| Delta: |
0.65 |
| Theta: |
-0.05 |
| Omega: |
5.31 |
| Rho: |
0.69 |
Quote data
| Open: |
3.160 |
| High: |
3.200 |
| Low: |
2.620 |
| Previous Close: |
3.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.98% |
| 1 Month |
|
|
-51.89% |
| 3 Months |
|
|
-53.87% |
| YTD |
|
|
-32.32% |
| 1 Year |
|
|
-9.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.440 |
2.680 |
| 1M High / 1M Low: |
6.020 |
2.680 |
| 6M High / 6M Low: |
7.000 |
2.680 |
| High (YTD): |
8/1/2024 |
7.000 |
| Low (YTD): |
11/15/2024 |
2.680 |
| 52W High: |
8/1/2024 |
7.000 |
| 52W Low: |
11/15/2024 |
2.680 |
| Avg. price 1W: |
|
3.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.223 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.851 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
108.78% |
| Volatility 6M: |
|
92.83% |
| Volatility 1Y: |
|
89.41% |
| Volatility 3Y: |
|
- |
