UBS Call 260 DAP 19.12.2025
/ CH1319926916
UBS Call 260 DAP 19.12.2025/ CH1319926916 /
11/07/2024 08:51:42 |
Chg.+0.14 |
Bid10:12:37 |
Ask10:12:37 |
Underlying |
Strike price |
Expiration date |
Option type |
2.70EUR |
+5.47% |
2.70 Bid Size: 5,000 |
3.11 Ask Size: 5,000 |
DANAHER CORP. D... |
260.00 - |
19/12/2025 |
Call |
Master data
WKN: |
UM2LT6 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DANAHER CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 - |
Maturity: |
19/12/2025 |
Issue date: |
02/02/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.21 |
Parity: |
-3.64 |
Time value: |
3.12 |
Break-even: |
291.20 |
Moneyness: |
0.86 |
Premium: |
0.30 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.38 |
Spread %: |
13.87% |
Delta: |
0.50 |
Theta: |
-0.05 |
Omega: |
3.60 |
Rho: |
1.17 |
Quote data
Open: |
2.70 |
High: |
2.70 |
Low: |
2.70 |
Previous Close: |
2.56 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.74% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-23.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.72 |
2.45 |
1M High / 1M Low: |
4.05 |
2.45 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.61 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.29 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |