UBS Call 225 DHR 20.12.2024
/ CH1297153962
UBS Call 225 DHR 20.12.2024/ CH1297153962 /
| 11/15/2024 9:55:42 PM |
Chg.-0.660 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
-39.29% |
-
Bid Size: - |
-
Ask Size: - |
Danaher Corporation |
225.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
UL8BPF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.21 |
| Parity: |
0.52 |
| Time value: |
1.03 |
| Break-even: |
229.22 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.53 |
| Spread %: |
51.96% |
| Delta: |
0.60 |
| Theta: |
-0.19 |
| Omega: |
8.51 |
| Rho: |
0.11 |
Quote data
| Open: |
1.550 |
| High: |
1.590 |
| Low: |
0.950 |
| Previous Close: |
1.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.42% |
| 1 Month |
|
|
-77.73% |
| 3 Months |
|
|
-78.06% |
| YTD |
|
|
-67.72% |
| 1 Year |
|
|
-51.66% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.930 |
1.020 |
| 1M High / 1M Low: |
4.780 |
1.020 |
| 6M High / 6M Low: |
5.800 |
1.020 |
| High (YTD): |
8/1/2024 |
5.800 |
| Low (YTD): |
11/15/2024 |
1.020 |
| 52W High: |
8/1/2024 |
5.800 |
| 52W Low: |
11/15/2024 |
1.020 |
| Avg. price 1W: |
|
1.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.594 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.996 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.753 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
190.33% |
| Volatility 6M: |
|
134.65% |
| Volatility 1Y: |
|
122.22% |
| Volatility 3Y: |
|
- |
