UBS Call 17650 DAX 20.12.2024
/ CH1319924051
UBS Call 17650 DAX 20.12.2024/ CH1319924051 /
2024-07-09 7:26:50 PM |
Chg.-1.440 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
12.940EUR |
-10.01% |
12.880 Bid Size: 10,000 |
12.910 Ask Size: 10,000 |
DAX |
17,650.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
UM2MYA |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DAX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17,650.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-01 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.47 |
Intrinsic value: |
8.22 |
Implied volatility: |
0.16 |
Historic volatility: |
0.11 |
Parity: |
8.22 |
Time value: |
6.24 |
Break-even: |
19,096.00 |
Moneyness: |
1.05 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
0.21% |
Delta: |
0.74 |
Theta: |
-3.19 |
Omega: |
9.39 |
Rho: |
54.53 |
Quote data
Open: |
14.270 |
High: |
14.440 |
Low: |
12.730 |
Previous Close: |
14.380 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.94% |
1 Month |
|
|
-22.00% |
3 Months |
|
|
-18.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.610 |
12.570 |
1M High / 1M Low: |
17.090 |
12.570 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
14.044 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
13.989 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |