UBS Call 225 DAP 21.06.2024
/ CH1297153764
UBS Call 225 DAP 21.06.2024/ CH1297153764 /
| 2024-05-17 9:39:32 AM |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.760EUR |
-1.31% |
-
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: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
3.78 |
| Historic volatility: |
0.21 |
| Parity: |
1.16 |
| Time value: |
2.60 |
| Break-even: |
262.60 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.63 |
| Theta: |
-5.14 |
| Omega: |
3.93 |
| Rho: |
0.01 |
Quote data
| Open: |
3.740 |
| High: |
3.800 |
| Low: |
3.730 |
| Previous Close: |
3.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+21.29% |
| YTD |
|
|
+68.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
3.810 |
1.570 |
| High (YTD): |
2024-05-16 |
3.810 |
| Low (YTD): |
2024-01-12 |
1.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
2.637 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
170.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
