UBS Call 17750 DAX 20.12.2024
/ CH1319924077
UBS Call 17750 DAX 20.12.2024/ CH1319924077 /
| 2024-08-02 7:32:35 PM |
Chg.-1.72 |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.50EUR |
-16.83% |
-
Bid Size: - |
-
Ask Size: - |
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: |
21.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.11 |
| Parity: |
-0.89 |
| Time value: |
8.32 |
| Break-even: |
18,582.00 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
-0.41 |
| Spread %: |
-4.70% |
| Delta: |
0.55 |
| Theta: |
-3.58 |
| Omega: |
11.76 |
| Rho: |
34.07 |
Quote data
| Open: |
9.49 |
| High: |
9.49 |
| Low: |
8.28 |
| Previous Close: |
10.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.65% |
| 1 Month |
|
|
-36.52% |
| 3 Months |
|
|
-35.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.56 |
8.50 |
| 1M High / 1M Low: |
16.01 |
8.50 |
| 6M High / 6M Low: |
19.03 |
7.91 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
13.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
13.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.13% |
| Volatility 6M: |
|
106.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
