UBS Call 265 DAP 21.03.2025
/ CH1326171852
UBS Call 265 DAP 21.03.2025/ CH1326171852 /
| 11/09/2024 19:41:50 |
Chg.-0.170 |
Bid21:54:52 |
Ask21:54:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.530EUR |
-6.30% |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
265.00 - |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
15/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.21 |
| Parity: |
-1.57 |
| Time value: |
2.73 |
| Break-even: |
292.30 |
| Moneyness: |
0.94 |
| Premium: |
0.17 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
0.74% |
| Delta: |
0.51 |
| Theta: |
-0.09 |
| Omega: |
4.66 |
| Rho: |
0.52 |
Quote data
| Open: |
2.630 |
| High: |
2.670 |
| Low: |
2.400 |
| Previous Close: |
2.700 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.78% |
| 1 Month |
|
|
+1.20% |
| 3 Months |
|
|
+2.85% |
| 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: |
|
- |
