UBS Call 17700 DAX 20.09.2024
/ CH1319917477
UBS Call 17700 DAX 20.09.2024/ CH1319917477 /
| 2024-09-09 4:31:12 PM |
Chg.+1.220 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.990EUR |
+18.02% |
-
Bid Size: - |
-
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: |
20.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.27 |
| Intrinsic value: |
6.02 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.11 |
| Parity: |
6.02 |
| Time value: |
2.72 |
| Break-even: |
18,574.00 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
1.97 |
| Spread %: |
29.10% |
| Delta: |
0.70 |
| Theta: |
-21.45 |
| Omega: |
14.67 |
| Rho: |
3.60 |
Quote data
| Open: |
7.470 |
| High: |
8.470 |
| Low: |
7.360 |
| Previous Close: |
6.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.30% |
| 1 Month |
|
|
+74.84% |
| 3 Months |
|
|
-35.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.950 |
6.770 |
| 1M High / 1M Low: |
13.040 |
3.990 |
| 6M High / 6M Low: |
16.190 |
2.780 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.781 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.868 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.41% |
| Volatility 6M: |
|
191.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
