UBS Call 265 DAP 21.03.2025
/ CH1326171852
UBS Call 265 DAP 21.03.2025/ CH1326171852 /
| 2024-07-11 8:48:33 AM |
Chg.+0.11 |
Bid10:17:54 AM |
Ask10:17:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
+9.82% |
1.25
Bid Size: 5,000 |
1.66
Ask Size: 5,000 |
DANAHER CORP. D... |
265.00 - |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
-4.14 |
| Time value: |
1.65 |
| Break-even: |
281.50 |
| Moneyness: |
0.84 |
| Premium: |
0.26 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.37 |
| Spread %: |
28.91% |
| Delta: |
0.39 |
| Theta: |
-0.06 |
| Omega: |
5.24 |
| Rho: |
0.49 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.81% |
| 1 Month |
|
|
-48.54% |
| 3 Months |
|
|
-40.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.04 |
| 1M High / 1M Low: |
2.39 |
1.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
