UBS Call 16650 DAX 20.12.2024
/ CH1319923855
UBS Call 16650 DAX 20.12.2024/ CH1319923855 /
| 2024-10-11 5:45:47 PM |
Chg.+1.380 |
Bid5:45:47 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 29.040EUR |
+4.99% |
29.040
Bid Size: 10,000 |
-
Ask Size: - |
DAX |
16,650.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2KS5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16,650.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
26.65 |
| Intrinsic value: |
25.61 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.11 |
| Parity: |
25.61 |
| Time value: |
2.05 |
| Break-even: |
19,416.00 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-3.97 |
| Omega: |
6.31 |
| Rho: |
28.15 |
Quote data
| Open: |
27.620 |
| High: |
29.130 |
| Low: |
27.260 |
| Previous Close: |
27.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.10% |
| 1 Month |
|
|
+34.76% |
| 3 Months |
|
|
+24.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
28.270 |
25.890 |
| 1M High / 1M Low: |
29.520 |
21.550 |
| 6M High / 6M Low: |
29.520 |
13.720 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
27.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
25.713 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
23.076 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.46% |
| Volatility 6M: |
|
91.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
