UBS Call 260 DHR 20.09.2024
/ CH1312551190
UBS Call 260 DHR 20.09.2024/ CH1312551190 /
| 2024-08-02 9:56:53 PM |
Chg.-0.420 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
-17.43% |
-
Bid Size: - |
-
Ask Size: - |
Danaher Corporation |
260.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
UM0L7Q |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.21 |
| Parity: |
1.54 |
| Time value: |
0.82 |
| Break-even: |
261.89 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.37 |
| Spread %: |
18.59% |
| Delta: |
0.71 |
| Theta: |
-0.15 |
| Omega: |
7.59 |
| Rho: |
0.20 |
Quote data
| Open: |
2.280 |
| High: |
2.310 |
| Low: |
1.670 |
| Previous Close: |
2.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.17% |
| 1 Month |
|
|
+732.64% |
| 3 Months |
|
|
+116.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.410 |
1.790 |
| 1M High / 1M Low: |
2.410 |
0.239 |
| 6M High / 6M Low: |
2.410 |
0.177 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.348 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
485.80% |
| Volatility 6M: |
|
302.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
