UBS Call 17700 DAX 20.12.2024
/ CH1319924069
UBS Call 17700 DAX 20.12.2024/ CH1319924069 /
| 11/15/2024 7:28:04 PM |
Chg.-0.400 |
Bid9:59:58 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.840EUR |
-2.46% |
16.350
Bid Size: 10,000 |
-
Ask Size: - |
DAX |
17,700.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
16.18 |
| Intrinsic value: |
15.64 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.12 |
| Parity: |
15.64 |
| Time value: |
0.60 |
| Break-even: |
19,324.00 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.12% |
| Delta: |
0.98 |
| Theta: |
-2.15 |
| Omega: |
11.58 |
| Rho: |
16.48 |
Quote data
| Open: |
15.610 |
| High: |
16.670 |
| Low: |
15.610 |
| Previous Close: |
16.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.28% |
| 1 Month |
|
|
-21.23% |
| 3 Months |
|
|
+76.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
17.970 |
14.470 |
| 1M High / 1M Low: |
21.480 |
14.470 |
| 6M High / 6M Low: |
21.480 |
7.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
18.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
15.149 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.37% |
| Volatility 6M: |
|
130.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
