UBS Call 265 DHR 21.03.2025
/ CH1326171852
UBS Call 265 DHR 21.03.2025/ CH1326171852 /
| 18/11/2024 08:54:50 |
Chg.-0.200 |
Bid14:01:02 |
Ask14:01:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-36.36% |
0.370
Bid Size: 5,000 |
0.430
Ask Size: 5,000 |
Danaher Corporation |
265.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
UM2LND |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
265.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
15/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
52.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
-3.27 |
| Time value: |
0.42 |
| Break-even: |
255.71 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
0.23 |
| Theta: |
-0.05 |
| Omega: |
11.87 |
| Rho: |
0.15 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.55% |
| 1 Month |
|
|
-85.11% |
| 3 Months |
|
|
-86.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.540 |
| 1M High / 1M Low: |
2.370 |
0.540 |
| 6M High / 6M Low: |
3.300 |
0.540 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.078 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.066 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.94% |
| Volatility 6M: |
|
184.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
