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UBS Call 252.621 DHR 21.06.2024/  CH1209944425  /

EUWAX
2024-05-28  9:12:00 AM Chg.+0.02 Bid8:39:43 PM Ask8:39:43 PM Underlying Strike price Expiration date Option type
1.37EUR +1.48% 0.78
Bid Size: 50,000		 -
Ask Size: -		 Danaher Corporation 252.6212 USD 2024-06-21 Call
 

Master data

WKN: UK6D0L
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 252.62 USD
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 8.87:1
Exercise type: American
Quanto: No
Gearing: 20.22
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 1.06
Implied volatility: 0.23
Historic volatility: 0.20
Parity: 1.06
Time value: 0.29
Break-even: 244.56
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: -0.03
Spread %: -2.17%
Delta: 0.77
Theta: -0.11
Omega: 15.50
Rho: 0.11
 

Quote data

Open: 1.37
High: 1.37
Low: 1.37
Previous Close: 1.35
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.26%
1 Month  
+136.21%
3 Months
  -20.81%
YTD  
+24.55%
1 Year  
+30.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.75 1.27
1M High / 1M Low: 1.75 0.56
6M High / 6M Low: 1.78 0.42
High (YTD): 2024-03-04 1.78
Low (YTD): 2024-04-19 0.42
52W High: 2023-08-31 1.94
52W Low: 2023-10-30 0.21
Avg. price 1W:   1.56
Avg. volume 1W:   0.00
Avg. price 1M:   1.05
Avg. volume 1M:   0.00
Avg. price 6M:   1.11
Avg. volume 6M:   45.44
Avg. price 1Y:   1.09
Avg. volume 1Y:   42.03
Volatility 1M:   346.81%
Volatility 6M:   304.59%
Volatility 1Y:   274.92%
Volatility 3Y:   -