UBS Call 245 DAP 19.12.2025
/ CH1319921180
UBS Call 245 DAP 19.12.2025/ CH1319921180 /
| 2024-10-11 9:54:51 PM |
Chg.+0.220 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.900EUR |
+4.70% |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
245.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
UM2M56 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.78 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
0.22 |
| Time value: |
4.69 |
| Break-even: |
294.10 |
| Moneyness: |
1.01 |
| Premium: |
0.19 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
0.41% |
| Delta: |
0.63 |
| Theta: |
-0.06 |
| Omega: |
3.17 |
| Rho: |
1.26 |
Quote data
| Open: |
4.600 |
| High: |
4.990 |
| Low: |
4.580 |
| Previous Close: |
4.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.66% |
| 1 Month |
|
|
-3.35% |
| 3 Months |
|
|
+28.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.900 |
4.650 |
| 1M High / 1M Low: |
5.240 |
4.500 |
| 6M High / 6M Low: |
6.020 |
3.170 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.918 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.550 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.24% |
| Volatility 6M: |
|
94.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
