UBS Call 240 DAP 16.01.2026
/ CH1319926940
UBS Call 240 DAP 16.01.2026/ CH1319926940 /
| 2024-10-11 1:59:09 PM |
Chg.- |
Bid8:19:25 AM |
Ask8:19:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.02EUR |
- |
5.25
Bid Size: 2,000 |
5.35
Ask Size: 2,000 |
DANAHER CORP. D... |
240.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM2B55 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.15 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.21 |
| Parity: |
0.72 |
| Time value: |
4.59 |
| Break-even: |
293.10 |
| Moneyness: |
1.03 |
| Premium: |
0.19 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.38% |
| Delta: |
0.65 |
| Theta: |
-0.06 |
| Omega: |
3.03 |
| Rho: |
1.36 |
Quote data
| Open: |
4.99 |
| High: |
5.02 |
| Low: |
4.99 |
| Previous Close: |
5.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.90% |
| 1 Month |
|
|
-5.64% |
| 3 Months |
|
|
+22.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.17 |
5.02 |
| 1M High / 1M Low: |
5.65 |
4.96 |
| 6M High / 6M Low: |
6.24 |
3.43 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.23% |
| Volatility 6M: |
|
92.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
