UBS Put 17100 DAX 20.12.2024
/ CH1319907023
UBS Put 17100 DAX 20.12.2024/ CH1319907023 /
09/09/2024 21:58:50 |
Chg.-0.540 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.130EUR |
-20.22% |
- Bid Size: - |
- Ask Size: - |
DAX |
17,100.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
UM2QXX |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DAX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
17,100.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
01/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-64.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.11 |
Parity: |
-12.02 |
Time value: |
2.85 |
Break-even: |
16,815.00 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.18 |
Spread %: |
6.74% |
Delta: |
-0.23 |
Theta: |
-2.60 |
Omega: |
-14.56 |
Rho: |
-12.39 |
Quote data
Open: |
2.430 |
High: |
2.510 |
Low: |
2.110 |
Previous Close: |
2.670 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+48.95% |
1 Month |
|
|
-46.08% |
3 Months |
|
|
-19.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.670 |
1.430 |
1M High / 1M Low: |
3.950 |
1.430 |
6M High / 6M Low: |
6.010 |
1.430 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.136 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.317 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.386 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
227.80% |
Volatility 6M: |
|
183.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |