UBS Call 240 DHR 16.01.2026
/ CH1319926940
UBS Call 240 DHR 16.01.2026/ CH1319926940 /
| 2024-11-15 9:54:13 PM |
Chg.-0.470 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.660EUR |
-15.02% |
-
Bid Size: - |
-
Ask Size: - |
Danaher Corporation |
240.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
UM2B55 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
-0.90 |
| Time value: |
2.68 |
| Break-even: |
254.77 |
| Moneyness: |
0.96 |
| Premium: |
0.16 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.75% |
| Delta: |
0.56 |
| Theta: |
-0.04 |
| Omega: |
4.55 |
| Rho: |
1.11 |
Quote data
| Open: |
3.020 |
| High: |
3.060 |
| Low: |
2.610 |
| Previous Close: |
3.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.67% |
| 1 Month |
|
|
-49.81% |
| 3 Months |
|
|
-49.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.280 |
2.660 |
| 1M High / 1M Low: |
5.470 |
2.660 |
| 6M High / 6M Low: |
6.420 |
2.660 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.739 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.803 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.71% |
| Volatility 6M: |
|
88.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
