UBS Call 260 DHR 21.03.2025
/ CH1326171845
UBS Call 260 DHR 21.03.2025/ CH1326171845 /
| 15/11/2024 21:54:08 |
Chg.-0.270 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-35.06% |
-
Bid Size: - |
-
Ask Size: - |
Danaher Corporation |
260.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
UM2NTJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
15/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
-2.80 |
| Time value: |
0.52 |
| Break-even: |
252.17 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
0.27 |
| Theta: |
-0.05 |
| Omega: |
11.27 |
| Rho: |
0.18 |
Quote data
| Open: |
0.690 |
| High: |
0.720 |
| Low: |
0.480 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.45% |
| 1 Month |
|
|
-80.99% |
| 3 Months |
|
|
-81.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.500 |
| 1M High / 1M Low: |
2.750 |
0.500 |
| 6M High / 6M Low: |
3.760 |
0.500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.734 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.258 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.307 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.61% |
| Volatility 6M: |
|
170.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
