UBS Call 240 DHR 21.03.2025
/ CH1326171803
UBS Call 240 DHR 21.03.2025/ CH1326171803 /
| 2024-11-15 9:55:47 PM |
Chg.-0.450 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
-28.85% |
-
Bid Size: - |
-
Ask Size: - |
Danaher Corporation |
240.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
UM2LNF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-0.90 |
| Time value: |
1.13 |
| Break-even: |
239.27 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
1.80% |
| Delta: |
0.46 |
| Theta: |
-0.06 |
| Omega: |
8.90 |
| Rho: |
0.31 |
Quote data
| Open: |
1.460 |
| High: |
1.490 |
| Low: |
1.070 |
| Previous Close: |
1.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.27% |
| 1 Month |
|
|
-71.83% |
| 3 Months |
|
|
-72.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.730 |
1.110 |
| 1M High / 1M Low: |
4.090 |
1.110 |
| 6M High / 6M Low: |
5.110 |
1.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.453 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.53% |
| Volatility 6M: |
|
131.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
