UBS Call 265 DAP 21.03.2025
/ CH1326171852
UBS Call 265 DAP 21.03.2025/ CH1326171852 /
| 2024-08-06 8:25:56 PM |
Chg.+0.110 |
Bid8:25:56 PM |
Ask8:25:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.840EUR |
+4.03% |
2.840
Bid Size: 7,500 |
3.210
Ask Size: 7,500 |
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: |
7.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.21 |
| Parity: |
-1.91 |
| Time value: |
3.09 |
| Break-even: |
295.90 |
| Moneyness: |
0.93 |
| Premium: |
0.20 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.37 |
| Spread %: |
13.60% |
| Delta: |
0.52 |
| Theta: |
-0.09 |
| Omega: |
4.12 |
| Rho: |
0.60 |
Quote data
| Open: |
2.950 |
| High: |
3.070 |
| Low: |
2.710 |
| Previous Close: |
2.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.49% |
| 1 Month |
|
|
+149.12% |
| 3 Months |
|
|
+66.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.460 |
2.730 |
| 1M High / 1M Low: |
3.460 |
1.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
