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: |
|
- |