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: |
|
- |
