UBS Call 16850 DAX 20.12.2024
/ CH1319923897
UBS Call 16850 DAX 20.12.2024/ CH1319923897 /
| 7/9/2024 7:31:56 PM |
Chg.-1.590 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 19.410EUR |
-7.57% |
19.310
Bid Size: 10,000 |
19.340
Ask Size: 10,000 |
DAX |
16,850.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM2KRT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16,850.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
19.31 |
| Intrinsic value: |
16.22 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.11 |
| Parity: |
16.22 |
| Time value: |
4.87 |
| Break-even: |
18,959.00 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.14% |
| Delta: |
0.83 |
| Theta: |
-3.04 |
| Omega: |
7.27 |
| Rho: |
59.45 |
Quote data
| Open: |
20.960 |
| High: |
21.010 |
| Low: |
19.070 |
| Previous Close: |
21.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.81% |
| 1 Month |
|
|
-16.41% |
| 3 Months |
|
|
-11.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
21.220 |
18.880 |
| 1M High / 1M Low: |
23.710 |
18.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
20.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
20.313 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
