UBS Call 17700 DAX 20.09.2024
/ CH1319917477
UBS Call 17700 DAX 20.09.2024/ CH1319917477 /
| 2024-08-02 7:33:43 PM |
Chg.-5.430 |
Bid9:59:55 PM |
Ask2024-08-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.920EUR |
-52.46% |
5.140
Bid Size: 10,000 |
-
Ask Size: - |
DAX |
17,700.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2L40 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17,700.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.11 |
| Parity: |
-0.39 |
| Time value: |
4.79 |
| Break-even: |
18,179.00 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
-0.35 |
| Spread %: |
-6.81% |
| Delta: |
0.53 |
| Theta: |
-5.62 |
| Omega: |
19.49 |
| Rho: |
11.65 |
Quote data
| Open: |
5.620 |
| High: |
5.770 |
| Low: |
4.800 |
| Previous Close: |
10.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.90% |
| 1 Month |
|
|
-52.28% |
| 3 Months |
|
|
-51.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.350 |
4.920 |
| 1M High / 1M Low: |
11.830 |
4.920 |
| 6M High / 6M Low: |
16.110 |
4.920 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.929 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.91% |
| Volatility 6M: |
|
145.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
