UBS Call 265 DAP 21.03.2025
/ CH1326171852
UBS Call 265 DAP 21.03.2025/ CH1326171852 /
| 9/12/2024 9:30:09 AM |
Chg.+0.010 |
Bid10:16:38 AM |
Ask10:16:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.540EUR |
+0.40% |
2.540
Bid Size: 2,500 |
2.600
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: |
9.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.21 |
| Parity: |
-1.55 |
| Time value: |
2.54 |
| Break-even: |
290.40 |
| Moneyness: |
0.94 |
| Premium: |
0.16 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
0.79% |
| Delta: |
0.50 |
| Theta: |
-0.09 |
| Omega: |
4.95 |
| Rho: |
0.52 |
Quote data
| Open: |
2.550 |
| High: |
2.550 |
| Low: |
2.530 |
| Previous Close: |
2.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.25% |
| 1 Month |
|
|
+1.60% |
| 3 Months |
|
|
+3.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.700 |
2.130 |
| 1M High / 1M Low: |
2.700 |
2.070 |
| 6M High / 6M Low: |
3.430 |
1.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.387 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.146 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.75% |
| Volatility 6M: |
|
164.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
