UBS Call 17750 DAX 20.12.2024
/ CH1319924077
UBS Call 17750 DAX 20.12.2024/ CH1319924077 /
| 9/9/2024 7:40:10 PM |
Chg.-0.280 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.380EUR |
-2.21% |
12.380
Bid Size: 10,000 |
12.530
Ask Size: 10,000 |
DAX |
17,750.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.91 |
| Intrinsic value: |
5.52 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.11 |
| Parity: |
5.52 |
| Time value: |
5.63 |
| Break-even: |
18,865.00 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.18 |
| Spread %: |
1.64% |
| Delta: |
0.68 |
| Theta: |
-4.20 |
| Omega: |
11.16 |
| Rho: |
31.65 |
Quote data
| Open: |
12.230 |
| High: |
12.460 |
| Low: |
11.730 |
| Previous Close: |
12.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.01% |
| 1 Month |
|
|
+49.16% |
| 3 Months |
|
|
-21.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.080 |
12.660 |
| 1M High / 1M Low: |
16.080 |
7.850 |
| 6M High / 6M Low: |
19.100 |
6.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
14.094 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.92% |
| Volatility 6M: |
|
115.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
