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UBS Call 265.917 DHR 21.06.2024/  CH1209944458  /

EUWAX
2024-05-28  9:12:02 AM Chg.+0.020 Bid7:58:44 PM Ask7:58:44 PM Underlying Strike price Expiration date Option type
0.520EUR +4.00% 0.136
Bid Size: 50,000		 -
Ask Size: -		 Danaher Corporation 265.917 USD 2024-06-21 Call
 

Master data

WKN: UK6F73
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 265.92 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: 52.48
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -0.33
Time value: 0.52
Break-even: 249.44
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.59
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.45
Theta: -0.13
Omega: 23.51
Rho: 0.07
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.18%
1 Month  
+163.96%
3 Months
  -53.57%
YTD
  -26.76%
1 Year
  -32.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.500
1M High / 1M Low: 0.790 0.174
6M High / 6M Low: 1.150 0.159
High (YTD): 2024-03-04 1.150
Low (YTD): 2024-04-23 0.159
52W High: 2023-08-31 1.420
52W Low: 2023-10-31 0.030
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   0.422
Avg. volume 1M:   0.000
Avg. price 6M:   0.634
Avg. volume 6M:   0.000
Avg. price 1Y:   0.690
Avg. volume 1Y:   0.000
Volatility 1M:   464.03%
Volatility 6M:   424.61%
Volatility 1Y:   659.45%
Volatility 3Y:   -