UBS Put 16650 DAX 20.12.2024
/ CH1319906934
UBS Put 16650 DAX 20.12.2024/ CH1319906934 /
| 17/09/2024 19:42:13 |
Chg.+0.06 |
Bid22:00:24 |
Ask22:00:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
+5.41% |
-
Bid Size: - |
-
Ask Size: - |
DAX |
16,650.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
UM2QXQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16,650.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-152.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.11 |
| Parity: |
-19.83 |
| Time value: |
1.22 |
| Break-even: |
16,528.00 |
| Moneyness: |
0.89 |
| Premium: |
0.11 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.15 |
| Spread %: |
14.02% |
| Delta: |
-0.12 |
| Theta: |
-1.89 |
| Omega: |
-18.10 |
| Rho: |
-6.00 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.10 |
| Previous Close: |
1.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.78% |
| 1 Month |
|
|
-28.22% |
| 3 Months |
|
|
-57.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.11 |
| 1M High / 1M Low: |
2.00 |
1.11 |
| 6M High / 6M Low: |
4.72 |
1.11 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.40% |
| Volatility 6M: |
|
191.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
