UBS Call 235 DAP 21.06.2024
/ CH1297153780
UBS Call 235 DAP 21.06.2024/ CH1297153780 /
| 2024-06-07 8:24:26 PM |
Chg.-0.280 |
Bid8:24:26 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.750EUR |
-9.24% |
2.750
Bid Size: 50,000 |
-
Ask Size: - |
DANAHER CORP. D... |
235.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL73JD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.20 |
| Parity: |
1.10 |
| Time value: |
1.88 |
| Break-even: |
264.80 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
5.79 |
| Spread abs.: |
-0.05 |
| Spread %: |
-1.65% |
| Delta: |
0.62 |
| Theta: |
-0.84 |
| Omega: |
5.15 |
| Rho: |
0.05 |
Quote data
| Open: |
3.020 |
| High: |
3.040 |
| Low: |
2.680 |
| Previous Close: |
3.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.85% |
| 1 Month |
|
|
+62.72% |
| 3 Months |
|
|
+5.36% |
| YTD |
|
|
+60.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.040 |
2.070 |
| 1M High / 1M Low: |
3.090 |
1.690 |
| 6M High / 6M Low: |
3.090 |
1.110 |
| High (YTD): |
2024-05-20 |
3.090 |
| Low (YTD): |
2024-01-12 |
1.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.463 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.022 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.96% |
| Volatility 6M: |
|
204.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
