UBS Call 250 DAP 21.03.2025
/ CH1326171829
UBS Call 250 DAP 21.03.2025/ CH1326171829 /
| 2024-08-02 9:56:40 PM |
Chg.-0.410 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.000EUR |
-9.30% |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
250.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM2SAX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.21 |
| Parity: |
0.36 |
| Time value: |
4.01 |
| Break-even: |
293.70 |
| Moneyness: |
1.01 |
| Premium: |
0.16 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.37 |
| Spread %: |
9.25% |
| Delta: |
0.61 |
| Theta: |
-0.09 |
| Omega: |
3.57 |
| Rho: |
0.71 |
Quote data
| Open: |
4.280 |
| High: |
4.300 |
| Low: |
3.690 |
| Previous Close: |
4.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
+132.56% |
| 3 Months |
|
|
+63.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.410 |
3.750 |
| 1M High / 1M Low: |
4.410 |
1.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.864 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
