UBS Put 17500 DAX 20.09.2024
/ CH1319900291
UBS Put 17500 DAX 20.09.2024/ CH1319900291 /
| 2024-07-31 7:41:38 PM |
Chg.-0.270 |
Bid9:59:59 PM |
Ask5:06:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-23.89% |
3.340
Bid Size: 10,000 |
-
Ask Size: - |
DAX |
17,500.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
UM2R9S |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
17,500.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-46.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.11 |
| Parity: |
-1.61 |
| Time value: |
3.76 |
| Break-even: |
17,124.00 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.42 |
| Spread %: |
12.57% |
| Delta: |
-0.41 |
| Theta: |
-4.24 |
| Omega: |
-19.14 |
| Rho: |
-9.96 |
Quote data
| Open: |
0.930 |
| High: |
1.060 |
| Low: |
0.830 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.22% |
| 1 Month |
|
|
-41.50% |
| 3 Months |
|
|
-74.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
0.860 |
| 1M High / 1M Low: |
1.830 |
0.780 |
| 6M High / 6M Low: |
8.970 |
0.780 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.232 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.350 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
363.04% |
| Volatility 6M: |
|
227.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
