UBS Put 15500 DAX 20.12.2024
/ CH1319900408
UBS Put 15500 DAX 20.12.2024/ CH1319900408 /
| 2024-09-09 5:35:00 PM |
Chg.-0.18 |
Bid5:41:10 PM |
Ask5:41:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.87EUR |
-17.14% |
0.86
Bid Size: 10,000 |
-
Ask Size: - |
DAX |
15,500.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
UM2QXR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15,500.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-174.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.11 |
| Parity: |
-28.02 |
| Time value: |
1.05 |
| Break-even: |
15,395.00 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
-0.03 |
| Spread %: |
-2.78% |
| Delta: |
-0.09 |
| Theta: |
-1.76 |
| Omega: |
-15.09 |
| Rho: |
-4.72 |
Quote data
| Open: |
0.94 |
| High: |
1.04 |
| Low: |
0.87 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.62% |
| 1 Month |
|
|
-47.27% |
| 3 Months |
|
|
-20.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.61 |
| 1M High / 1M Low: |
1.65 |
0.61 |
| 6M High / 6M Low: |
2.85 |
0.61 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.53 |
| Avg. volume 6M: |
|
.79 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.31% |
| Volatility 6M: |
|
200.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
