UBS Call 16850 DAX 20.12.2024
/ CH1319923897
UBS Call 16850 DAX 20.12.2024/ CH1319923897 /
| 10/11/2024 9:59:55 PM |
Chg.+1.550 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 27.320EUR |
+6.01% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
26.28 |
| Intrinsic value: |
25.24 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.12 |
| Parity: |
25.24 |
| Time value: |
2.08 |
| Break-even: |
19,582.00 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-4.07 |
| Omega: |
6.42 |
| Rho: |
27.99 |
Quote data
| Open: |
25.720 |
| High: |
27.400 |
| Low: |
25.370 |
| Previous Close: |
25.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.10% |
| 1 Month |
|
|
+33.79% |
| 3 Months |
|
|
+17.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
27.320 |
24.030 |
| 1M High / 1M Low: |
27.620 |
20.420 |
| 6M High / 6M Low: |
27.620 |
12.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
25.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
24.197 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
21.394 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.28% |
| Volatility 6M: |
|
97.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
