UBS Call 16800 DAX 20.12.2024
/ CH1319923889
UBS Call 16800 DAX 20.12.2024/ CH1319923889 /
| 09/07/2024 19:26:25 |
Chg.-1.650 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 19.780EUR |
-7.70% |
19.740
Bid Size: 10,000 |
19.770
Ask Size: 10,000 |
DAX |
16,800.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
19.77 |
| Intrinsic value: |
16.72 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.11 |
| Parity: |
16.72 |
| Time value: |
4.80 |
| Break-even: |
18,952.00 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.14% |
| Delta: |
0.84 |
| Theta: |
-3.02 |
| Omega: |
7.17 |
| Rho: |
59.65 |
Quote data
| Open: |
21.410 |
| High: |
21.490 |
| Low: |
19.560 |
| Previous Close: |
21.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.65% |
| 1 Month |
|
|
-16.61% |
| 3 Months |
|
|
-11.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
21.640 |
19.270 |
| 1M High / 1M Low: |
24.130 |
19.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
21.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
20.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
