UBS Call 230 DAP 21.06.2024
/ CH1297153772
UBS Call 230 DAP 21.06.2024/ CH1297153772 /
| 5/17/2024 8:18:03 AM |
Chg.- |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.30EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
230.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
UL7XVN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
5/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
2.43 |
| Historic volatility: |
0.21 |
| Parity: |
0.81 |
| Time value: |
2.52 |
| Break-even: |
263.30 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.61 |
| Theta: |
-2.39 |
| Omega: |
4.33 |
| Rho: |
0.02 |
Quote data
| Open: |
3.30 |
| High: |
3.30 |
| Low: |
3.30 |
| Previous Close: |
3.18 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.49% |
| 3 Months |
|
|
+17.86% |
| YTD |
|
|
+65.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.30 |
2.96 |
| 6M High / 6M Low: |
3.30 |
1.34 |
| High (YTD): |
5/17/2024 |
3.30 |
| Low (YTD): |
4/19/2024 |
1.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.91% |
| Volatility 6M: |
|
197.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
