UBS Put 16650 DAX 20.12.2024
/ CH1319906934
UBS Put 16650 DAX 20.12.2024/ CH1319906934 /
| 2024-09-26 11:54:17 AM |
Chg.+0.010 |
Bid12:04:52 PM |
Ask12:04:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+1.18% |
0.870
Bid Size: 20,000 |
0.920
Ask Size: 20,000 |
DAX |
16,650.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
UM2QXQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16,650.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-193.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.12 |
| Parity: |
-22.69 |
| Time value: |
0.98 |
| Break-even: |
16,552.00 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.15 |
| Spread %: |
18.07% |
| Delta: |
-0.10 |
| Theta: |
-1.90 |
| Omega: |
-18.67 |
| Rho: |
-4.49 |
Quote data
| Open: |
0.620 |
| High: |
0.860 |
| Low: |
0.620 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.44% |
| 1 Month |
|
|
-39.44% |
| 3 Months |
|
|
-68.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.720 |
| 1M High / 1M Low: |
2.000 |
0.720 |
| 6M High / 6M Low: |
4.720 |
0.720 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.421 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.96% |
| Volatility 6M: |
|
205.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
