UBS Call 250 DAP 16.01.2026
/ CH1319926965
UBS Call 250 DAP 16.01.2026/ CH1319926965 /
| 11/10/2024 13:59:09 |
Chg.-0.14 |
Bid22:00:22 |
Ask22:00:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.45EUR |
-3.05% |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
250.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
UM2AT7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
02/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.21 |
| Parity: |
-0.28 |
| Time value: |
4.72 |
| Break-even: |
297.20 |
| Moneyness: |
0.99 |
| Premium: |
0.20 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
0.61 |
| Theta: |
-0.06 |
| Omega: |
3.22 |
| Rho: |
1.32 |
Quote data
| Open: |
4.42 |
| High: |
4.45 |
| Low: |
4.42 |
| Previous Close: |
4.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.47% |
| 1 Month |
|
|
-6.12% |
| 3 Months |
|
|
+22.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.60 |
4.45 |
| 1M High / 1M Low: |
5.05 |
4.38 |
| 6M High / 6M Low: |
5.63 |
2.96 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.75% |
| Volatility 6M: |
|
99.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
