UBS Put 16850 DAX 20.12.2024
/ CH1319906975
UBS Put 16850 DAX 20.12.2024/ CH1319906975 /
09/09/2024 19:41:06 |
Chg.-0.400 |
Bid21:59:53 |
Ask21:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
1.830EUR |
-17.94% |
1.830 Bid Size: 10,000 |
1.980 Ask Size: 10,000 |
DAX |
16,850.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
UM2DS3 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DAX |
Type: |
Warrant |
Option type: |
Put |
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: |
-73.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.11 |
Parity: |
-14.52 |
Time value: |
2.48 |
Break-even: |
16,602.00 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.18 |
Spread %: |
7.83% |
Delta: |
-0.20 |
Theta: |
-2.53 |
Omega: |
-14.56 |
Rho: |
-10.78 |
Quote data
Open: |
2.120 |
High: |
2.140 |
Low: |
1.810 |
Previous Close: |
2.230 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.93% |
1 Month |
|
|
-47.26% |
3 Months |
|
|
-24.07% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.230 |
1.680 |
1M High / 1M Low: |
3.330 |
1.240 |
6M High / 6M Low: |
6.780 |
1.240 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.948 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.954 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.967 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
209.97% |
Volatility 6M: |
|
220.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |