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: |
|
- |
