UBS Call 17650 DAX 20.12.2024
/ CH1319924051
UBS Call 17650 DAX 20.12.2024/ CH1319924051 /
| 28/06/2024 19:32:19 |
Chg.-0.09 |
Bid22:00:15 |
Ask22:00:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.43EUR |
-0.67% |
-
Bid Size: - |
-
Ask Size: - |
DAX |
17,650.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.99 |
| Intrinsic value: |
5.85 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.11 |
| Parity: |
5.85 |
| Time value: |
7.74 |
| Break-even: |
19,009.00 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.22% |
| Delta: |
0.69 |
| Theta: |
-3.32 |
| Omega: |
9.20 |
| Rho: |
53.09 |
Quote data
| Open: |
13.87 |
| High: |
14.28 |
| Low: |
13.43 |
| Previous Close: |
13.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.22% |
| 1 Month |
|
|
-18.75% |
| 3 Months |
|
|
-29.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.57 |
13.09 |
| 1M High / 1M Low: |
17.14 |
12.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
