UBS Call 16550 DAX 20.12.2024
/ CH1319923830
UBS Call 16550 DAX 20.12.2024/ CH1319923830 /
| 2024-10-11 5:08:46 PM |
Chg.+1.280 |
Bid5:08:46 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 29.900EUR |
+4.47% |
29.900
Bid Size: 20,000 |
-
Ask Size: - |
DAX |
16,550.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
27.64 |
| Intrinsic value: |
26.61 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.11 |
| Parity: |
26.61 |
| Time value: |
2.01 |
| Break-even: |
19,412.00 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-3.93 |
| Omega: |
6.12 |
| Rho: |
28.12 |
Quote data
| Open: |
28.570 |
| High: |
29.990 |
| Low: |
28.210 |
| Previous Close: |
28.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.66% |
| 1 Month |
|
|
+33.24% |
| 3 Months |
|
|
+23.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
29.220 |
26.830 |
| 1M High / 1M Low: |
30.470 |
22.440 |
| 6M High / 6M Low: |
30.470 |
14.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
28.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
26.647 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
23.950 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.83% |
| Volatility 6M: |
|
89.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
