UBS Call 16550 DAX 20.12.2024
/ CH1319923830
UBS Call 16550 DAX 20.12.2024/ CH1319923830 /
| 8/15/2024 8:25:48 AM |
Chg.+0.170 |
Bid8:34:43 PM |
Ask8:34:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 18.070EUR |
+0.95% |
20.190
Bid Size: 10,000 |
20.250
Ask Size: 10,000 |
DAX |
16,550.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM2TLM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16,550.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.89 |
| Intrinsic value: |
13.36 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.11 |
| Parity: |
13.36 |
| Time value: |
4.48 |
| Break-even: |
18,334.00 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.17% |
| Delta: |
0.80 |
| Theta: |
-3.50 |
| Omega: |
8.03 |
| Rho: |
43.64 |
Quote data
| Open: |
18.070 |
| High: |
18.070 |
| Low: |
18.070 |
| Previous Close: |
17.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.43% |
| 1 Month |
|
|
-26.03% |
| 3 Months |
|
|
-38.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
17.900 |
16.820 |
| 1M High / 1M Low: |
24.430 |
16.000 |
| 6M High / 6M Low: |
29.240 |
16.000 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
17.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
21.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
23.353 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.73% |
| Volatility 6M: |
|
76.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
