UBS Call 16550 DAX 20.12.2024
/ CH1319923830
UBS Call 16550 DAX 20.12.2024/ CH1319923830 /
| 2024-06-06 7:32:42 PM |
Chg.+0.32 |
Bid9:49:11 PM |
Ask9:49:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 26.40EUR |
+1.23% |
26.30
Bid Size: 10,000 |
26.36
Ask Size: 10,000 |
DAX |
16,550.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2TLM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16,550.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
23.74 |
| Intrinsic value: |
20.26 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.11 |
| Parity: |
20.26 |
| Time value: |
6.23 |
| Break-even: |
19,199.00 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.11% |
| Delta: |
0.82 |
| Theta: |
-3.20 |
| Omega: |
5.78 |
| Rho: |
68.40 |
Quote data
| Open: |
26.34 |
| High: |
27.42 |
| Low: |
26.27 |
| Previous Close: |
26.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.96% |
| 1 Month |
|
|
+10.69% |
| 3 Months |
|
|
+22.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
26.08 |
24.75 |
| 1M High / 1M Low: |
29.14 |
23.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
25.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
26.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
