UBS Call 16550 DAX 20.12.2024
/ CH1319923830
UBS Call 16550 DAX 20.12.2024/ CH1319923830 /
| 17/09/2024 19:38:39 |
Chg.+0.140 |
Bid21:59:58 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 23.960EUR |
+0.59% |
24.110
Bid Size: 10,000 |
-
Ask Size: - |
DAX |
16,550.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
22.33 |
| Intrinsic value: |
20.83 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.11 |
| Parity: |
20.83 |
| Time value: |
2.99 |
| Break-even: |
18,932.00 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
-0.47 |
| Spread %: |
-1.94% |
| Delta: |
0.87 |
| Theta: |
-3.81 |
| Omega: |
6.80 |
| Rho: |
35.58 |
Quote data
| Open: |
24.330 |
| High: |
24.970 |
| Low: |
23.960 |
| Previous Close: |
23.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.09% |
| 1 Month |
|
|
+16.59% |
| 3 Months |
|
|
+9.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
24.150 |
20.640 |
| 1M High / 1M Low: |
26.860 |
20.640 |
| 6M High / 6M Low: |
29.240 |
16.000 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
22.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
23.697 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
23.850 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.86% |
| Volatility 6M: |
|
80.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
