UBS Call 280 DAP 17.01.2025
/ CH1329469568
UBS Call 280 DAP 17.01.2025/ CH1329469568 /
| 2024-08-06 4:01:33 PM |
Chg.+0.16 |
Bid7:51:01 PM |
Ask7:51:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
+10.06% |
1.65
Bid Size: 7,500 |
2.02
Ask Size: 7,500 |
DANAHER CORP. D... |
280.00 - |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.21 |
| Parity: |
-3.41 |
| Time value: |
2.01 |
| Break-even: |
300.10 |
| Moneyness: |
0.88 |
| Premium: |
0.22 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.37 |
| Spread %: |
22.56% |
| Delta: |
0.42 |
| Theta: |
-0.10 |
| Omega: |
5.15 |
| Rho: |
0.37 |
Quote data
| Open: |
1.88 |
| High: |
1.88 |
| Low: |
1.75 |
| Previous Close: |
1.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.42% |
| 1 Month |
|
|
+224.07% |
| 3 Months |
|
|
+71.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.05 |
1.59 |
| 1M High / 1M Low: |
2.05 |
0.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
368.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
