UBS Call 265 DAP 21.03.2025
/ CH1326171852
UBS Call 265 DAP 21.03.2025/ CH1326171852 /
10/14/2024 11:14:20 AM |
Chg.-0.060 |
Bid10/14/2024 |
Ask10/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.310EUR |
-2.53% |
2.310 Bid Size: 2,500 |
2.370 Ask Size: 2,500 |
DANAHER CORP. D... |
265.00 - |
3/21/2025 |
Call |
Master data
WKN: |
UM2LND |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DANAHER CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
265.00 - |
Maturity: |
3/21/2025 |
Issue date: |
2/15/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.21 |
Parity: |
-1.75 |
Time value: |
2.35 |
Break-even: |
288.50 |
Moneyness: |
0.93 |
Premium: |
0.17 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.02 |
Spread %: |
0.86% |
Delta: |
0.49 |
Theta: |
-0.10 |
Omega: |
5.12 |
Rho: |
0.42 |
Quote data
Open: |
2.300 |
High: |
2.310 |
Low: |
2.300 |
Previous Close: |
2.370 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.76% |
1 Month |
|
|
-12.17% |
3 Months |
|
|
+39.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.370 |
2.120 |
1M High / 1M Low: |
2.750 |
2.120 |
6M High / 6M Low: |
3.430 |
1.090 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.228 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.447 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.194 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.92% |
Volatility 6M: |
|
167.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |