UBS Call 245 DHR 20.12.2024
/ CH1297154002
UBS Call 245 DHR 20.12.2024/ CH1297154002 /
| 15/11/2024 21:56:01 |
Chg.-0.286 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.224EUR |
-56.08% |
-
Bid Size: - |
-
Ask Size: - |
Danaher Corporation |
245.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
UL8KJG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
84.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
-1.38 |
| Time value: |
0.26 |
| Break-even: |
235.32 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.04 |
| Spread %: |
16.59% |
| Delta: |
0.25 |
| Theta: |
-0.09 |
| Omega: |
21.23 |
| Rho: |
0.05 |
Quote data
| Open: |
0.420 |
| High: |
0.450 |
| Low: |
0.197 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-72.00% |
| 1 Month |
|
|
-92.43% |
| 3 Months |
|
|
-92.87% |
| YTD |
|
|
-89.77% |
| 1 Year |
|
|
-83.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.224 |
| 1M High / 1M Low: |
3.140 |
0.224 |
| 6M High / 6M Low: |
4.230 |
0.224 |
| High (YTD): |
01/08/2024 |
4.230 |
| Low (YTD): |
15/11/2024 |
0.224 |
| 52W High: |
01/08/2024 |
4.230 |
| 52W Low: |
15/11/2024 |
0.224 |
| Avg. price 1W: |
|
0.493 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.582 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.499 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
306.99% |
| Volatility 6M: |
|
192.62% |
| Volatility 1Y: |
|
165.75% |
| Volatility 3Y: |
|
- |
