UBS Call 17750 DAX 20.12.2024
/ CH1319924077
UBS Call 17750 DAX 20.12.2024/ CH1319924077 /
| 15/11/2024 19:38:04 |
Chg.-0.450 |
Bid21:59:58 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.300EUR |
-2.86% |
15.880
Bid Size: 10,000 |
-
Ask Size: - |
DAX |
17,750.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.68 |
| Intrinsic value: |
15.14 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.12 |
| Parity: |
15.14 |
| Time value: |
0.61 |
| Break-even: |
19,325.00 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-2.20 |
| Omega: |
11.91 |
| Rho: |
16.48 |
Quote data
| Open: |
15.200 |
| High: |
16.180 |
| Low: |
15.200 |
| Previous Close: |
15.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.61% |
| 1 Month |
|
|
-21.98% |
| 3 Months |
|
|
+77.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
17.400 |
12.890 |
| 1M High / 1M Low: |
20.990 |
12.890 |
| 6M High / 6M Low: |
20.990 |
6.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
17.565 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
14.617 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.71% |
| Volatility 6M: |
|
133.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
