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UBS Call 221.598 DHR 21.06.2024/  CH1213914265  /

Frankfurt Zert./UBS
2024-05-22  7:37:28 PM Chg.+0.140 Bid8:09:47 PM Ask- Underlying Strike price Expiration date Option type
4.920EUR +2.93% 4.930
Bid Size: 50,000		 -
Ask Size: -		 Danaher Corporation 221.5975 USD 2024-06-21 Call
 

Master data

WKN: UK7TJ2
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 221.60 USD
Maturity: 2024-06-21
Issue date: 2022-10-03
Last trading day: 2024-06-20
Ratio: 8.87:1
Exercise type: American
Quanto: No
Gearing: 5.80
Leverage: Yes

Calculated values

Fair value: 4.74
Intrinsic value: 4.67
Implied volatility: 0.36
Historic volatility: 0.20
Parity: 4.67
Time value: 0.11
Break-even: 246.54
Moneyness: 1.20
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.05
Omega: 5.61
Rho: 0.16
 

Quote data

Open: 4.710
High: 5.010
Low: 4.640
Previous Close: 4.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.61%
1 Month  
+111.16%
3 Months  
+22.08%
YTD  
+79.56%
1 Year  
+119.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.820 4.530
1M High / 1M Low: 4.820 2.150
6M High / 6M Low: 4.820 2.020
High (YTD): 2024-05-20 4.820
Low (YTD): 2024-01-15 2.050
52W High: 2024-05-20 4.820
52W Low: 2023-10-31 0.730
Avg. price 1W:   4.670
Avg. volume 1W:   0.000
Avg. price 1M:   3.460
Avg. volume 1M:   0.000
Avg. price 6M:   3.133
Avg. volume 6M:   0.000
Avg. price 1Y:   2.758
Avg. volume 1Y:   0.000
Volatility 1M:   217.27%
Volatility 6M:   139.87%
Volatility 1Y:   146.46%
Volatility 3Y:   -