UBS Call 225 DAP 20.12.2024
/ CH1297153962
UBS Call 225 DAP 20.12.2024/ CH1297153962 /
| 02/08/2024 08:17:17 |
Chg.+0.19 |
Bid22:00:16 |
Ask22:00:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.67EUR |
+3.47% |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
225.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UL8BPF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.40 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.21 |
| Parity: |
2.86 |
| Time value: |
2.37 |
| Break-even: |
277.30 |
| Moneyness: |
1.13 |
| Premium: |
0.09 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
-0.12 |
| Spread %: |
-2.24% |
| Delta: |
0.71 |
| Theta: |
-0.13 |
| Omega: |
3.44 |
| Rho: |
0.49 |
Quote data
| Open: |
5.67 |
| High: |
5.67 |
| Low: |
5.67 |
| Previous Close: |
5.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.86% |
| 1 Month |
|
|
+111.57% |
| 3 Months |
|
|
+68.75% |
| YTD |
|
|
+77.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.67 |
5.03 |
| 1M High / 1M Low: |
5.67 |
2.39 |
| 6M High / 6M Low: |
5.67 |
2.39 |
| High (YTD): |
02/08/2024 |
5.67 |
| Low (YTD): |
08/07/2024 |
2.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.85% |
| Volatility 6M: |
|
125.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
