UBS Call 17350 DAX 20.09.2024
/ CH1319917402
UBS Call 17350 DAX 20.09.2024/ CH1319917402 /
| 8/2/2024 7:32:39 PM |
Chg.-2.65 |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.26EUR |
-26.74% |
-
Bid Size: - |
-
Ask Size: - |
DAX |
17,350.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
UM2KRP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17,350.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.22 |
| Intrinsic value: |
3.11 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.11 |
| Parity: |
3.11 |
| Time value: |
3.96 |
| Break-even: |
18,057.00 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
-0.44 |
| Spread %: |
-5.86% |
| Delta: |
0.64 |
| Theta: |
-5.84 |
| Omega: |
15.98 |
| Rho: |
13.93 |
Quote data
| Open: |
7.91 |
| High: |
7.91 |
| Low: |
7.02 |
| Previous Close: |
9.91 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.81% |
| 1 Month |
|
|
-45.17% |
| 3 Months |
|
|
-43.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.34 |
7.26 |
| 1M High / 1M Low: |
16.14 |
7.26 |
| 6M High / 6M Low: |
19.15 |
7.25 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
13.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.51% |
| Volatility 6M: |
|
124.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
