UBS Call 280 DAP 17.01.2025
/ CH1329469568
UBS Call 280 DAP 17.01.2025/ CH1329469568 /
9/12/2024 8:31:15 AM |
Chg.+0.020 |
Bid9/12/2024 |
Ask9/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.350EUR |
+1.50% |
1.350 Bid Size: 2,000 |
1.450 Ask Size: 2,000 |
DANAHER CORP. D... |
280.00 - |
1/17/2025 |
Call |
Master data
WKN: |
UM264R |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DANAHER CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 - |
Maturity: |
1/17/2025 |
Issue date: |
3/1/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.21 |
Parity: |
-3.07 |
Time value: |
1.52 |
Break-even: |
295.20 |
Moneyness: |
0.89 |
Premium: |
0.18 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.02 |
Spread %: |
1.33% |
Delta: |
0.39 |
Theta: |
-0.10 |
Omega: |
6.39 |
Rho: |
0.29 |
Quote data
Open: |
1.350 |
High: |
1.350 |
Low: |
1.350 |
Previous Close: |
1.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
-2.17% |
3 Months |
|
|
-0.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.490 |
1.040 |
1M High / 1M Low: |
1.490 |
1.020 |
6M High / 6M Low: |
2.140 |
0.410 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.262 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.256 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.189 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
141.78% |
Volatility 6M: |
|
259.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |