UBS Put 16850 DAX 20.12.2024
/ CH1319906975
UBS Put 16850 DAX 20.12.2024/ CH1319906975 /
| 2024-07-09 9:59:50 PM |
Chg.+0.380 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.310EUR |
+19.69% |
-
Bid Size: - |
-
Ask Size: - |
DAX |
16,850.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-94.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.11 |
| Parity: |
-16.22 |
| Time value: |
1.96 |
| Break-even: |
16,654.00 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
1.55% |
| Delta: |
-0.16 |
| Theta: |
-1.30 |
| Omega: |
-15.32 |
| Rho: |
-14.38 |
Quote data
| Open: |
1.930 |
| High: |
2.400 |
| Low: |
1.910 |
| Previous Close: |
1.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.83% |
| 1 Month |
|
|
+0.43% |
| 3 Months |
|
|
-44.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.620 |
1.930 |
| 1M High / 1M Low: |
3.640 |
1.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.701 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
