UBS Call 220 DAP 21.06.2024
/ CH1297153756
UBS Call 220 DAP 21.06.2024/ CH1297153756 /
| 2024-05-17 9:40:37 AM |
Chg.-0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.200EUR |
-1.41% |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
220.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL8KJE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
2.60 |
| Implied volatility: |
1.50 |
| Historic volatility: |
0.20 |
| Parity: |
2.60 |
| Time value: |
1.63 |
| Break-even: |
262.30 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
4.30 |
| Spread abs.: |
0.03 |
| Spread %: |
0.71% |
| Delta: |
0.70 |
| Theta: |
-0.90 |
| Omega: |
4.09 |
| Rho: |
0.05 |
Quote data
| Open: |
4.190 |
| High: |
4.240 |
| Low: |
4.170 |
| Previous Close: |
4.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+44.83% |
| 3 Months |
|
|
+13.82% |
| YTD |
|
|
+66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.260 |
2.900 |
| 6M High / 6M Low: |
4.260 |
1.830 |
| High (YTD): |
2024-05-16 |
4.260 |
| Low (YTD): |
2024-01-12 |
1.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.546 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.944 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.12% |
| Volatility 6M: |
|
154.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
