UBS Call 250 DHR 21.03.2025
/ CH1326171829
UBS Call 250 DHR 21.03.2025/ CH1326171829 /
| 2024-11-15 9:54:08 PM |
Chg.-0.350 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-31.53% |
-
Bid Size: - |
-
Ask Size: - |
Danaher Corporation |
250.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
UM2SAX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
-1.85 |
| Time value: |
0.78 |
| Break-even: |
245.27 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
0.36 |
| Theta: |
-0.06 |
| Omega: |
10.05 |
| Rho: |
0.24 |
Quote data
| Open: |
1.020 |
| High: |
1.050 |
| Low: |
0.730 |
| Previous Close: |
1.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.93% |
| 1 Month |
|
|
-76.62% |
| 3 Months |
|
|
-77.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
0.760 |
| 1M High / 1M Low: |
3.390 |
0.760 |
| 6M High / 6M Low: |
4.410 |
0.760 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.699 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.848 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.24% |
| Volatility 6M: |
|
149.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
