UBS Call 17700 DAX 20.12.2024
/ CH1319924069
UBS Call 17700 DAX 20.12.2024/ CH1319924069 /
| 09/09/2024 19:30:50 |
Chg.-0.320 |
Bid21:59:59 |
Ask21:59:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.810EUR |
-2.44% |
12.780
Bid Size: 10,000 |
12.930
Ask Size: 10,000 |
DAX |
17,700.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM2TM4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17,700.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.28 |
| Intrinsic value: |
6.02 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.11 |
| Parity: |
6.02 |
| Time value: |
5.51 |
| Break-even: |
18,853.00 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.18 |
| Spread %: |
1.59% |
| Delta: |
0.69 |
| Theta: |
-4.21 |
| Omega: |
10.94 |
| Rho: |
32.01 |
Quote data
| Open: |
12.610 |
| High: |
12.810 |
| Low: |
12.100 |
| Previous Close: |
13.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.32% |
| 1 Month |
|
|
+49.13% |
| 3 Months |
|
|
-20.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.490 |
13.130 |
| 1M High / 1M Low: |
16.490 |
8.190 |
| 6M High / 6M Low: |
19.490 |
7.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.713 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
14.585 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.38% |
| Volatility 6M: |
|
115.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
