UBS Call 16850 DAX 20.12.2024
/ CH1319923897
UBS Call 16850 DAX 20.12.2024/ CH1319923897 /
| 02/08/2024 19:28:36 |
Chg.-6.210 |
Bid21:59:59 |
Ask02/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.850EUR |
-29.49% |
15.110
Bid Size: 10,000 |
-
Ask Size: - |
DAX |
16,850.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.64 |
| Intrinsic value: |
8.11 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.11 |
| Parity: |
8.11 |
| Time value: |
6.44 |
| Break-even: |
18,305.00 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
-0.56 |
| Spread %: |
-3.71% |
| Delta: |
0.71 |
| Theta: |
-3.74 |
| Omega: |
8.64 |
| Rho: |
42.35 |
Quote data
| Open: |
16.070 |
| High: |
16.070 |
| Low: |
14.850 |
| Previous Close: |
21.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.95% |
| 1 Month |
|
|
-28.36% |
| 3 Months |
|
|
-25.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
21.060 |
14.850 |
| 1M High / 1M Low: |
22.510 |
14.850 |
| 6M High / 6M Low: |
26.600 |
13.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
19.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
20.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
20.702 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.36% |
| Volatility 6M: |
|
84.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
