UBS Call 280 DAP 20.12.2024
/ CH1329469550
UBS Call 280 DAP 20.12.2024/ CH1329469550 /
| 9/11/2024 7:41:39 PM |
Chg.-0.130 |
Bid9:54:41 PM |
Ask9:54:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
-10.08% |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
280.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.21 |
| Parity: |
-3.07 |
| Time value: |
1.32 |
| Break-even: |
293.20 |
| Moneyness: |
0.89 |
| Premium: |
0.18 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.02 |
| Spread %: |
1.54% |
| Delta: |
0.37 |
| Theta: |
-0.12 |
| Omega: |
6.98 |
| Rho: |
0.22 |
Quote data
| Open: |
1.220 |
| High: |
1.260 |
| Low: |
1.070 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.82% |
| 1 Month |
|
|
-4.13% |
| 3 Months |
|
|
-15.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
0.860 |
| 1M High / 1M Low: |
1.290 |
0.850 |
| 6M High / 6M Low: |
1.970 |
0.243 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.067 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.48% |
| Volatility 6M: |
|
273.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
