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: |
|
- |
