UBS Call 16800 DAX 20.12.2024
/ CH1319923889
UBS Call 16800 DAX 20.12.2024/ CH1319923889 /
| 2024-08-02 7:25:50 PM |
Chg.-4.420 |
Bid9:59:57 PM |
Ask2024-08-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.310EUR |
-22.40% |
15.490
Bid Size: 10,000 |
-
Ask Size: - |
DAX |
16,800.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2N9Z |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16,800.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.04 |
| Intrinsic value: |
8.61 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.11 |
| Parity: |
8.61 |
| Time value: |
6.36 |
| Break-even: |
18,297.00 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
-0.52 |
| Spread %: |
-3.36% |
| Delta: |
0.72 |
| Theta: |
-3.75 |
| Omega: |
8.48 |
| Rho: |
42.62 |
Quote data
| Open: |
16.150 |
| High: |
16.450 |
| Low: |
15.060 |
| Previous Close: |
19.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.22% |
| 1 Month |
|
|
-27.71% |
| 3 Months |
|
|
-24.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
21.480 |
15.310 |
| 1M High / 1M Low: |
24.130 |
15.310 |
| 6M High / 6M Low: |
27.030 |
13.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
19.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
21.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
21.139 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.29% |
| Volatility 6M: |
|
80.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
