UBS Call 225 DAP 21.06.2024
/ CH1297153764
UBS Call 225 DAP 21.06.2024/ CH1297153764 /
| 2024-05-17 9:32:59 AM |
Chg.-0.040 |
Bid9:39:35 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.760EUR |
-1.05% |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
225.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL7Y7N |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.20 |
| Parity: |
1.87 |
| Time value: |
1.75 |
| Break-even: |
261.20 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
-0.19 |
| Spread %: |
-4.99% |
| Delta: |
0.67 |
| Theta: |
-0.36 |
| Omega: |
4.52 |
| Rho: |
0.12 |
Quote data
| Open: |
3.740 |
| High: |
3.760 |
| Low: |
3.740 |
| Previous Close: |
3.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.25% |
| 1 Month |
|
|
+80.77% |
| 3 Months |
|
|
+12.91% |
| YTD |
|
|
+70.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.800 |
2.780 |
| 1M High / 1M Low: |
3.800 |
1.660 |
| 6M High / 6M Low: |
3.800 |
1.240 |
| High (YTD): |
2024-05-16 |
3.800 |
| Low (YTD): |
2024-01-12 |
1.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.489 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.469 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.38% |
| Volatility 6M: |
|
156.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
