UBS Call 17700 DAX 20.09.2024
/ CH1319917477
UBS Call 17700 DAX 20.09.2024/ CH1319917477 /
| 2024-07-09 7:31:14 PM |
Chg.-1.630 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.000EUR |
-15.33% |
8.930
Bid Size: 10,000 |
8.990
Ask Size: 10,000 |
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: |
17.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.67 |
| Intrinsic value: |
7.72 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
7.72 |
| Time value: |
2.95 |
| Break-even: |
18,767.00 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
0.57% |
| Delta: |
0.78 |
| Theta: |
-3.90 |
| Omega: |
13.47 |
| Rho: |
26.60 |
Quote data
| Open: |
10.490 |
| High: |
10.530 |
| Low: |
8.700 |
| Previous Close: |
10.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.29% |
| 1 Month |
|
|
-28.68% |
| 3 Months |
|
|
-30.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.710 |
8.630 |
| 1M High / 1M Low: |
13.190 |
8.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
