UBS Put 15300 DAX 20.12.2024
/ CH1319900366
UBS Put 15300 DAX 20.12.2024/ CH1319900366 /
2024-09-09 5:35:03 PM |
Chg.-0.150 |
Bid5:57:01 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
-16.67% |
0.740 Bid Size: 10,000 |
- Ask Size: - |
DAX |
15,300.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
UM2FXR |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DAX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15,300.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-01 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-203.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.11 |
Parity: |
-30.02 |
Time value: |
0.90 |
Break-even: |
15,210.00 |
Moneyness: |
0.84 |
Premium: |
0.17 |
Premium p.a.: |
0.75 |
Spread abs.: |
-0.03 |
Spread %: |
-3.23% |
Delta: |
-0.08 |
Theta: |
-1.61 |
Omega: |
-15.28 |
Rho: |
-4.10 |
Quote data
Open: |
0.900 |
High: |
0.930 |
Low: |
0.750 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+41.51% |
1 Month |
|
|
-48.98% |
3 Months |
|
|
-23.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.530 |
1M High / 1M Low: |
1.470 |
0.530 |
6M High / 6M Low: |
3.890 |
0.530 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.804 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.850 |
Avg. volume 1M: |
|
952.381 |
Avg. price 6M: |
|
1.387 |
Avg. volume 6M: |
|
257.302 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
226.40% |
Volatility 6M: |
|
273.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |