OverviewChartNewsTraderScreen

UBS Call 250 DHR 20.12.2024/  CH1297154010  /

UBS Investment Bank
11/15/2024  9:55:59 PM Chg.-0.200 Bid- Ask- Underlying Strike price Expiration date Option type
0.140EUR -58.82% -
Bid Size: -		 -
Ask Size: -		 Danaher Corporation 250.00 USD 12/20/2024 Call
 

Master data

WKN: UL77W0
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 12/20/2024
Issue date: 10/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 138.57
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.21
Parity: -1.85
Time value: 0.16
Break-even: 239.05
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 1.57
Spread abs.: 0.02
Spread %: 13.67%
Delta: 0.17
Theta: -0.07
Omega: 24.11
Rho: 0.03
 

Quote data

Open: 0.270
High: 0.290
Low: 0.121
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -75.44%
1 Month
  -94.59%
3 Months
  -94.98%
YTD
  -92.93%
1 Year
  -88.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.140
1M High / 1M Low: 2.770 0.140
6M High / 6M Low: 3.860 0.140
High (YTD): 8/1/2024 3.860
Low (YTD): 11/15/2024 0.140
52W High: 8/1/2024 3.860
52W Low: 11/15/2024 0.140
Avg. price 1W:   0.334
Avg. volume 1W:   0.000
Avg. price 1M:   0.996
Avg. volume 1M:   0.000
Avg. price 6M:   2.275
Avg. volume 6M:   0.000
Avg. price 1Y:   2.228
Avg. volume 1Y:   0.000
Volatility 1M:   350.02%
Volatility 6M:   212.75%
Volatility 1Y:   180.40%
Volatility 3Y:   -