UBS Call 240 DHR 16.01.2026
/ CH1319926940
UBS Call 240 DHR 16.01.2026/ CH1319926940 /
| 18/11/2024 08:56:34 |
Chg.-0.42 |
Bid14:01:02 |
Ask14:01:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.59EUR |
-13.95% |
2.60
Bid Size: 5,000 |
2.66
Ask Size: 5,000 |
Danaher Corporation |
240.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
02/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
-0.90 |
| Time value: |
2.68 |
| Break-even: |
254.59 |
| 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: |
4.54 |
| Rho: |
1.10 |
Quote data
| Open: |
2.59 |
| High: |
2.59 |
| Low: |
2.59 |
| Previous Close: |
3.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.27% |
| 1 Month |
|
|
-51.22% |
| 3 Months |
|
|
-51.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.42 |
3.00 |
| 1M High / 1M Low: |
5.38 |
3.00 |
| 6M High / 6M Low: |
6.24 |
3.00 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.69% |
| Volatility 6M: |
|
91.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
