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UBS Call 252.621 DHR 21.06.2024/  CH1209944425  /

EUWAX
2024-05-29  9:28:58 AM Chg.- Bid8:55:01 AM Ask8:55:01 AM Underlying Strike price Expiration date Option type
0.990EUR - 0.560
Bid Size: 5,000		 -
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: 19.63
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.63
Implied volatility: 0.37
Historic volatility: 0.20
Parity: 0.63
Time value: 0.74
Break-even: 244.95
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.54
Spread abs.: 0.53
Spread %: 63.10%
Delta: 0.63
Theta: -0.20
Omega: 12.34
Rho: 0.09
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 1.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.43%
1 Month  
+62.30%
3 Months
  -43.75%
YTD
  -10.00%
1 Year  
+8.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.750 0.990
1M High / 1M Low: 1.750 0.560
6M High / 6M Low: 1.780 0.420
High (YTD): 2024-03-04 1.780
Low (YTD): 2024-04-19 0.420
52W High: 2023-08-31 1.940
52W Low: 2023-10-30 0.211
Avg. price 1W:   1.346
Avg. volume 1W:   0.000
Avg. price 1M:   1.079
Avg. volume 1M:   0.000
Avg. price 6M:   1.120
Avg. volume 6M:   45.444
Avg. price 1Y:   1.089
Avg. volume 1Y:   41.862
Volatility 1M:   355.49%
Volatility 6M:   305.83%
Volatility 1Y:   275.57%
Volatility 3Y:   -