UBS Call 280 DAP 20.12.2024
/ CH1329469550
UBS Call 280 DAP 20.12.2024/ CH1329469550 /
| 2024-07-11 12:02:12 PM |
Chg.+0.020 |
Bid12:19:39 PM |
Ask12:19:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+5.71% |
0.370
Bid Size: 5,000 |
0.790
Ask Size: 5,000 |
DANAHER CORP. D... |
280.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UM3DYW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
-5.64 |
| Time value: |
0.78 |
| Break-even: |
287.80 |
| Moneyness: |
0.80 |
| Premium: |
0.29 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.37 |
| Spread %: |
90.24% |
| Delta: |
0.25 |
| Theta: |
-0.06 |
| Omega: |
7.23 |
| Rho: |
0.22 |
Quote data
| Open: |
0.360 |
| High: |
0.370 |
| Low: |
0.360 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.26% |
| 1 Month |
|
|
-71.32% |
| 3 Months |
|
|
-66.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.243 |
| 1M High / 1M Low: |
1.370 |
0.243 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.315 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
