UBS Call 16550 DAX 20.12.2024
/ CH1319923830
UBS Call 16550 DAX 20.12.2024/ CH1319923830 /
6/6/2024 5:33:06 PM |
Chg.+0.41 |
Bid6:25:01 PM |
Ask6:25:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
26.49EUR |
+1.57% |
26.32 Bid Size: 10,000 |
26.38 Ask Size: 10,000 |
DAX |
16,550.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/1/2024 |
Last trading day: |
12/19/2024 |
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: |
26.34 |
Previous Close: |
26.08 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.32% |
1 Month |
|
|
+11.07% |
3 Months |
|
|
+23.04% |
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: |
|
- |