UBS Call 16650 DAX 20.12.2024
/ CH1319923855
UBS Call 16650 DAX 20.12.2024/ CH1319923855 /
| 2024-09-06 9:59:51 PM |
Chg.-3.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 19.970EUR |
-13.29% |
-
Bid Size: - |
-
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: |
9.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
18.38 |
| Intrinsic value: |
16.52 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.11 |
| Parity: |
16.52 |
| Time value: |
3.68 |
| Break-even: |
18,670.00 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.22 |
| Spread %: |
1.10% |
| Delta: |
0.83 |
| Theta: |
-3.85 |
| Omega: |
7.54 |
| Rho: |
37.62 |
Quote data
| Open: |
22.860 |
| High: |
22.950 |
| Low: |
19.910 |
| Previous Close: |
23.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.37% |
| 1 Month |
|
|
+23.50% |
| 3 Months |
|
|
-19.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
25.970 |
19.970 |
| 1M High / 1M Low: |
26.060 |
15.820 |
| 6M High / 6M Low: |
28.420 |
13.720 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
23.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
21.348 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
22.837 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.41% |
| Volatility 6M: |
|
86.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
