UBS Call 240 DAP 16.01.2026
/ CH1319926940
UBS Call 240 DAP 16.01.2026/ CH1319926940 /
11/09/2024 08:58:01 |
Chg.- |
Bid08:07:09 |
Ask08:07:09 |
Underlying |
Strike price |
Expiration date |
Option type |
5.48EUR |
- |
5.36 Bid Size: 2,000 |
5.47 Ask Size: 2,000 |
DANAHER CORP. D... |
240.00 - |
16/01/2026 |
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: |
16/01/2026 |
Issue date: |
02/02/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.43 |
Intrinsic value: |
0.93 |
Implied volatility: |
0.41 |
Historic volatility: |
0.21 |
Parity: |
0.93 |
Time value: |
4.66 |
Break-even: |
295.90 |
Moneyness: |
1.04 |
Premium: |
0.19 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
0.36% |
Delta: |
0.66 |
Theta: |
-0.05 |
Omega: |
2.95 |
Rho: |
1.47 |
Quote data
Open: |
5.48 |
High: |
5.48 |
Low: |
5.48 |
Previous Close: |
5.37 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.53% |
1 Month |
|
|
+3.79% |
3 Months |
|
|
+9.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.48 |
4.87 |
1M High / 1M Low: |
5.48 |
4.75 |
6M High / 6M Low: |
6.24 |
3.43 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.12 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.16 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.77 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
45.99% |
Volatility 6M: |
|
91.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |