UBS Call 225 DAP 20.12.2024
/ CH1297153962
UBS Call 225 DAP 20.12.2024/ CH1297153962 /
| 7/10/2024 8:16:31 AM |
Chg.-0.13 |
Bid6:08:27 PM |
Ask6:08:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.49EUR |
-4.96% |
2.62
Bid Size: 7,500 |
-
Ask Size: - |
DANAHER CORP. D... |
225.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.21 |
| Parity: |
-0.33 |
| Time value: |
2.54 |
| Break-even: |
250.40 |
| Moneyness: |
0.99 |
| Premium: |
0.13 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.56 |
| Theta: |
-0.09 |
| Omega: |
4.88 |
| Rho: |
0.44 |
Quote data
| Open: |
2.49 |
| High: |
2.49 |
| Low: |
2.49 |
| Previous Close: |
2.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.19% |
| 1 Month |
|
|
-44.54% |
| 3 Months |
|
|
-35.99% |
| YTD |
|
|
-21.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.68 |
2.39 |
| 1M High / 1M Low: |
4.61 |
2.39 |
| 6M High / 6M Low: |
4.86 |
2.39 |
| High (YTD): |
6/7/2024 |
4.86 |
| Low (YTD): |
7/8/2024 |
2.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.78% |
| Volatility 6M: |
|
115.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
