UBS Call 235 DAP 20.09.2024
/ CH1297153889
UBS Call 235 DAP 20.09.2024/ CH1297153889 /
| 2024-06-28 9:59:42 PM |
Chg.-0.160 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.970EUR |
-7.51% |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
235.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL787P |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.21 |
| Parity: |
-0.18 |
| Time value: |
2.23 |
| Break-even: |
257.30 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.26 |
| Spread %: |
13.20% |
| Delta: |
0.55 |
| Theta: |
-0.14 |
| Omega: |
5.74 |
| Rho: |
0.24 |
Quote data
| Open: |
2.230 |
| High: |
2.330 |
| Low: |
1.870 |
| Previous Close: |
2.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.94% |
| 1 Month |
|
|
-28.88% |
| 3 Months |
|
|
-31.12% |
| YTD |
|
|
-10.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.680 |
1.970 |
| 1M High / 1M Low: |
3.630 |
1.970 |
| 6M High / 6M Low: |
3.630 |
1.590 |
| High (YTD): |
2024-06-05 |
3.630 |
| Low (YTD): |
2024-01-12 |
1.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.761 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.667 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.83% |
| Volatility 6M: |
|
155.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
