UBS Call 17750 DAX 20.09.2024
/ CH1319917485
UBS Call 17750 DAX 20.09.2024/ CH1319917485 /
| 09/09/2024 16:31:07 |
Chg.+1.210 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.560EUR |
+19.06% |
-
Bid Size: - |
-
Ask Size: - |
DAX |
17,750.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
UM2MXU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17,750.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.79 |
| Intrinsic value: |
5.52 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.11 |
| Parity: |
5.52 |
| Time value: |
2.83 |
| Break-even: |
18,585.00 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
2.00 |
| Spread %: |
31.50% |
| Delta: |
0.69 |
| Theta: |
-21.55 |
| Omega: |
15.09 |
| Rho: |
3.55 |
Quote data
| Open: |
7.040 |
| High: |
8.010 |
| Low: |
6.920 |
| Previous Close: |
6.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.37% |
| 1 Month |
|
|
+78.72% |
| 3 Months |
|
|
-36.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.470 |
6.350 |
| 1M High / 1M Low: |
12.560 |
3.690 |
| 6M High / 6M Low: |
15.760 |
2.520 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.352 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.477 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.31% |
| Volatility 6M: |
|
197.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
