UBS Call 16800 DAX 20.12.2024
/ CH1319923889
UBS Call 16800 DAX 20.12.2024/ CH1319923889 /
| 9/9/2024 7:34:57 PM |
Chg.+1.41 |
Bid10:05:06 PM |
Ask10:05:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 20.30EUR |
+7.46% |
-
Bid Size: - |
-
Ask Size: - |
DAX |
16,800.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
16.94 |
| Intrinsic value: |
15.02 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.11 |
| Parity: |
15.02 |
| Time value: |
5.06 |
| Break-even: |
18,808.00 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
1.41 |
| Spread %: |
7.55% |
| Delta: |
0.78 |
| Theta: |
-4.83 |
| Omega: |
7.10 |
| Rho: |
34.21 |
Quote data
| Open: |
19.36 |
| High: |
20.37 |
| Low: |
19.36 |
| Previous Close: |
18.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.31% |
| 1 Month |
|
|
+33.82% |
| 3 Months |
|
|
-13.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
24.55 |
18.89 |
| 1M High / 1M Low: |
24.55 |
14.75 |
| 6M High / 6M Low: |
26.95 |
12.98 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
21.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
20.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
21.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.38% |
| Volatility 6M: |
|
87.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
