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UBS Call 221.598 DHR 20.12.2024/  CH1251052663  /

EUWAX
2024-11-12  8:14:38 AM Chg.-0.22 Bid10:00:21 PM Ask10:00:21 PM Underlying Strike price Expiration date Option type
2.54EUR -7.97% -
Bid Size: -		 -
Ask Size: -		 Danaher Corporation 221.5975 USD 2024-12-20 Call
 

Master data

WKN: UL17B3
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 221.60 USD
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 8.87:1
Exercise type: American
Quanto: No
Gearing: 9.22
Leverage: Yes

Calculated values

Fair value: 2.42
Intrinsic value: 2.29
Implied volatility: 0.40
Historic volatility: 0.21
Parity: 2.29
Time value: 0.50
Break-even: 232.55
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.20
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.79
Theta: -0.13
Omega: 7.29
Rho: 0.16
 

Quote data

Open: 2.54
High: 2.54
Low: 2.54
Previous Close: 2.76
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.89%
1 Month
  -49.40%
3 Months
  -54.56%
YTD
  -33.51%
1 Year  
+36.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.78 2.76
1M High / 1M Low: 6.13 2.46
6M High / 6M Low: 6.71 2.46
High (YTD): 2024-08-02 6.71
Low (YTD): 2024-10-31 2.46
52W High: 2024-08-02 6.71
52W Low: 2023-11-13 1.87
Avg. price 1W:   3.09
Avg. volume 1W:   0.00
Avg. price 1M:   3.94
Avg. volume 1M:   0.00
Avg. price 6M:   4.90
Avg. volume 6M:   0.00
Avg. price 1Y:   4.49
Avg. volume 1Y:   0.00
Volatility 1M:   184.72%
Volatility 6M:   129.34%
Volatility 1Y:   119.57%
Volatility 3Y:   -