UBS Call 200 DAP 21.06.2024
/ CH1302940528
UBS Call 200 DAP 21.06.2024/ CH1302940528 /
| 17/05/2024 09:33:28 |
Chg.-0.130 |
Bid09:38:12 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.010EUR |
-2.12% |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
200.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
UL9DXH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
02/11/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.63 |
| Intrinsic value: |
4.60 |
| Implied volatility: |
1.84 |
| Historic volatility: |
0.20 |
| Parity: |
4.60 |
| Time value: |
1.41 |
| Break-even: |
260.10 |
| Moneyness: |
1.23 |
| Premium: |
0.06 |
| Premium p.a.: |
3.26 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.78 |
| Theta: |
-0.96 |
| Omega: |
3.18 |
| Rho: |
0.05 |
Quote data
| Open: |
5.990 |
| High: |
6.010 |
| Low: |
5.990 |
| Previous Close: |
6.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+28.15% |
| 3 Months |
|
|
+10.28% |
| YTD |
|
|
+56.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.140 |
4.690 |
| 6M High / 6M Low: |
6.140 |
3.000 |
| High (YTD): |
16/05/2024 |
6.140 |
| Low (YTD): |
15/01/2024 |
3.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.381 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.480 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.74% |
| Volatility 6M: |
|
102.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
