UBS Call 16550 DAX 20.12.2024/  CH1319923830  /

UBS Investment Bank
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:   -