UBS Call 255 DAP 20.12.2024
/ CH1297154028
UBS Call 255 DAP 20.12.2024/ CH1297154028 /
| 2024-07-10 6:58:13 PM |
Chg.+0.100 |
Bid6:58:13 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
+9.90% |
1.110
Bid Size: 7,500 |
-
Ask Size: - |
DANAHER CORP. D... |
255.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL8K60 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
255.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
-3.33 |
| Time value: |
1.03 |
| Break-even: |
265.30 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
1.98% |
| Delta: |
0.34 |
| Theta: |
-0.06 |
| Omega: |
7.30 |
| Rho: |
0.29 |
Quote data
| Open: |
0.970 |
| High: |
1.110 |
| Low: |
0.970 |
| Previous Close: |
1.010 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.73% |
| 1 Month |
|
|
-57.79% |
| 3 Months |
|
|
-47.14% |
| YTD |
|
|
-37.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.940 |
| 1M High / 1M Low: |
2.630 |
0.940 |
| 6M High / 6M Low: |
2.840 |
0.940 |
| High (YTD): |
2024-03-01 |
2.840 |
| Low (YTD): |
2024-07-04 |
0.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.702 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.072 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.25% |
| Volatility 6M: |
|
157.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
