UBS Call 260 DAP 21.03.2025
/ CH1326171845
UBS Call 260 DAP 21.03.2025/ CH1326171845 /
| 7/11/2024 8:48:33 AM |
Chg.+0.12 |
Bid10:34:19 AM |
Ask10:34:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
+9.23% |
1.42
Bid Size: 5,000 |
1.83
Ask Size: 5,000 |
DANAHER CORP. D... |
260.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM2NTJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
2/15/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
-3.64 |
| Time value: |
1.83 |
| Break-even: |
278.30 |
| Moneyness: |
0.86 |
| Premium: |
0.24 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.37 |
| Spread %: |
25.34% |
| Delta: |
0.41 |
| Theta: |
-0.06 |
| Omega: |
5.04 |
| Rho: |
0.51 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.08% |
| 1 Month |
|
|
-46.62% |
| 3 Months |
|
|
-37.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.21 |
| 1M High / 1M Low: |
2.66 |
1.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
