UBS Call 17650 DAX 20.12.2024
/ CH1319924051
UBS Call 17650 DAX 20.12.2024/ CH1319924051 /
| 26/09/2024 19:32:38 |
Chg.+3.23 |
Bid22:00:18 |
Ask22:00:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 18.91EUR |
+20.60% |
-
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: |
11.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.44 |
| Intrinsic value: |
12.69 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.12 |
| Parity: |
12.69 |
| Time value: |
3.30 |
| Break-even: |
19,248.00 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.15 |
| Spread %: |
0.95% |
| Delta: |
0.81 |
| Theta: |
-4.07 |
| Omega: |
9.59 |
| Rho: |
31.96 |
Quote data
| Open: |
17.27 |
| High: |
18.91 |
| Low: |
17.27 |
| Previous Close: |
15.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.97% |
| 1 Month |
|
|
+25.07% |
| 3 Months |
|
|
+39.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
18.91 |
14.55 |
| 1M High / 1M Low: |
18.91 |
11.52 |
| 6M High / 6M Low: |
19.83 |
7.12 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
16.23 |
| Avg. volume 1W: |
|
13 |
| Avg. price 1M: |
|
14.97 |
| Avg. volume 1M: |
|
2.83 |
| Avg. price 6M: |
|
14.73 |
| Avg. volume 6M: |
|
23.95 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.37% |
| Volatility 6M: |
|
125.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
