UBS Call 17750 DAX 20.12.2024
/ CH1319924077
UBS Call 17750 DAX 20.12.2024/ CH1319924077 /
| 2024-07-09 7:34:30 PM |
Chg.-1.350 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.260EUR |
-9.92% |
12.140
Bid Size: 10,000 |
12.170
Ask Size: 10,000 |
DAX |
17,750.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2A3Z |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17,750.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.69 |
| Intrinsic value: |
7.22 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.11 |
| Parity: |
7.22 |
| Time value: |
6.46 |
| Break-even: |
19,118.00 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.22% |
| Delta: |
0.72 |
| Theta: |
-3.20 |
| Omega: |
9.72 |
| Rho: |
53.63 |
Quote data
| Open: |
13.550 |
| High: |
13.550 |
| Low: |
12.040 |
| Previous Close: |
13.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.99% |
| 1 Month |
|
|
-22.45% |
| 3 Months |
|
|
-19.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.860 |
11.790 |
| 1M High / 1M Low: |
16.300 |
11.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
13.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
