UBS Call 250 DAP 20.12.2024
/ CH1297154010
UBS Call 250 DAP 20.12.2024/ CH1297154010 /
| 2024-10-11 9:54:13 PM |
Chg.+0.240 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.600EUR |
+10.17% |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
250.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL77W0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.21 |
| Parity: |
-0.28 |
| Time value: |
2.63 |
| Break-even: |
276.30 |
| Moneyness: |
0.99 |
| Premium: |
0.12 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.03 |
| Spread %: |
1.15% |
| Delta: |
0.55 |
| Theta: |
-0.20 |
| Omega: |
5.14 |
| Rho: |
0.21 |
Quote data
| Open: |
2.280 |
| High: |
2.730 |
| Low: |
2.270 |
| Previous Close: |
2.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.52% |
| 1 Month |
|
|
-13.04% |
| 3 Months |
|
|
+48.57% |
| YTD |
|
|
+31.31% |
| 1 Year |
|
|
+85.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.600 |
2.360 |
| 1M High / 1M Low: |
3.150 |
2.360 |
| 6M High / 6M Low: |
3.860 |
1.140 |
| High (YTD): |
2024-08-01 |
3.860 |
| Low (YTD): |
2024-07-04 |
1.140 |
| 52W High: |
2024-08-01 |
3.860 |
| 52W Low: |
2023-10-30 |
0.670 |
| Avg. price 1W: |
|
2.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.782 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.457 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.213 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
161.19% |
| Volatility 6M: |
|
169.63% |
| Volatility 1Y: |
|
156.78% |
| Volatility 3Y: |
|
- |
