UBS Call 255 DAP 21.06.2024
/ CH1297153822
UBS Call 255 DAP 21.06.2024/ CH1297153822 /
| 2024-05-17 7:39:54 PM |
Chg.-0.020 |
Bid9:56:44 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
-1.53% |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
255.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL8BPG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
255.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.20 |
| Parity: |
-1.13 |
| Time value: |
1.31 |
| Break-even: |
268.10 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
1.71 |
| Spread abs.: |
0.01 |
| Spread %: |
0.77% |
| Delta: |
0.44 |
| Theta: |
-0.26 |
| Omega: |
8.25 |
| Rho: |
0.09 |
Quote data
| Open: |
1.280 |
| High: |
1.340 |
| Low: |
1.240 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+98.46% |
| 1 Month |
|
|
+118.64% |
| 3 Months |
|
|
-12.84% |
| YTD |
|
|
+41.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
0.650 |
| 1M High / 1M Low: |
1.310 |
0.320 |
| 6M High / 6M Low: |
1.620 |
0.320 |
| High (YTD): |
2024-02-28 |
1.620 |
| Low (YTD): |
2024-04-23 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.930 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.625 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.906 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
564.04% |
| Volatility 6M: |
|
308.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
