UBS Call 235 DAP 21.06.2024
/ CH1297153780
UBS Call 235 DAP 21.06.2024/ CH1297153780 /
| 2024-06-17 8:15:57 AM |
Chg.+0.03 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
+1.72% |
-
Bid Size: - |
-
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: |
13.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
1.66 |
| Historic volatility: |
0.21 |
| Parity: |
0.31 |
| Time value: |
1.49 |
| Break-even: |
253.00 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.57 |
| Theta: |
-2.04 |
| Omega: |
7.48 |
| Rho: |
0.01 |
Quote data
| Open: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
1.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.59% |
| 1 Month |
|
|
-38.33% |
| 3 Months |
|
|
-27.76% |
| YTD |
|
|
+1.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.67 |
1.74 |
| 1M High / 1M Low: |
3.06 |
1.67 |
| 6M High / 6M Low: |
3.06 |
1.07 |
| High (YTD): |
2024-05-23 |
3.06 |
| Low (YTD): |
2024-04-23 |
1.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.31% |
| Volatility 6M: |
|
219.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
