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UBS Call 243.757 DHR 21.06.2024/  CH1213879575  /

EUWAX
2024-06-07  8:44:17 AM Chg.-0.06 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
2.54EUR -2.31% -
Bid Size: -		 -
Ask Size: -		 Danaher Corporation 243.7573 USD 2024-06-21 Call
 

Master data

WKN: UK4CC1
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 243.76 USD
Maturity: 2024-06-21
Issue date: 2022-09-02
Last trading day: 2024-06-20
Ratio: 8.87:1
Exercise type: American
Quanto: No
Gearing: 12.26
Leverage: Yes

Calculated values

Fair value: 2.06
Intrinsic value: 2.02
Implied volatility: 0.43
Historic volatility: 0.20
Parity: 2.02
Time value: 0.22
Break-even: 245.53
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.25
Spread abs.: 0.14
Spread %: 6.67%
Delta: 0.84
Theta: -0.20
Omega: 10.34
Rho: 0.07
 

Quote data

Open: 2.54
High: 2.54
Low: 2.54
Previous Close: 2.60
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+120.87%
1 Month  
+118.97%
3 Months  
+12.39%
YTD  
+66.01%
1 Year  
+86.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.60 1.58
1M High / 1M Low: 2.61 1.15
6M High / 6M Low: 2.61 0.77
High (YTD): 2024-05-23 2.61
Low (YTD): 2024-04-23 0.77
52W High: 2024-05-23 2.61
52W Low: 2023-10-30 0.32
Avg. price 1W:   2.14
Avg. volume 1W:   0.00
Avg. price 1M:   1.93
Avg. volume 1M:   0.00
Avg. price 6M:   1.67
Avg. volume 6M:   0.00
Avg. price 1Y:   1.53
Avg. volume 1Y:   0.00
Volatility 1M:   288.38%
Volatility 6M:   272.36%
Volatility 1Y:   238.99%
Volatility 3Y:   -