UBS Call 225 DAP 20.09.2024
/ CH1297153863
UBS Call 225 DAP 20.09.2024/ CH1297153863 /
2024-08-16 3:17:27 PM |
Chg.+0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.090EUR |
+1.49% |
- Bid Size: - |
- Ask Size: - |
DANAHER CORP. D... |
225.00 - |
2024-09-20 |
Call |
Master data
WKN: |
UL75PJ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DANAHER CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
225.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-10 |
Last trading day: |
2024-08-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.27 |
Intrinsic value: |
2.25 |
Implied volatility: |
1.81 |
Historic volatility: |
0.21 |
Parity: |
2.25 |
Time value: |
1.84 |
Break-even: |
265.90 |
Moneyness: |
1.10 |
Premium: |
0.07 |
Premium p.a.: |
12.77 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.68 |
Theta: |
-1.34 |
Omega: |
4.12 |
Rho: |
0.03 |
Quote data
Open: |
4.230 |
High: |
4.250 |
Low: |
4.050 |
Previous Close: |
4.030 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+0.99% |
3 Months |
|
|
-2.85% |
YTD |
|
|
+49.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
4.160 |
4.030 |
6M High / 6M Low: |
5.340 |
1.830 |
High (YTD): |
2024-08-01 |
5.340 |
Low (YTD): |
2024-07-04 |
1.830 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
4.082 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.414 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
37.65% |
Volatility 6M: |
|
156.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |