UBS Call 17350 DAX 21.06.2024
/ CH1310059410
UBS Call 17350 DAX 21.06.2024/ CH1310059410 /
| 2024-04-30 7:32:25 PM |
Chg.-1.730 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.870EUR |
-16.32% |
8.620
Bid Size: 10,000 |
8.680
Ask Size: 10,000 |
DAX |
17,350.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UM0MVC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17,350.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.44 |
| Intrinsic value: |
5.82 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.11 |
| Parity: |
5.82 |
| Time value: |
2.86 |
| Break-even: |
18,218.00 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
0.70% |
| Delta: |
0.73 |
| Theta: |
-5.01 |
| Omega: |
15.18 |
| Rho: |
17.20 |
Quote data
| Open: |
10.220 |
| High: |
10.220 |
| Low: |
8.710 |
| Previous Close: |
10.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.85% |
| 1 Month |
|
|
-40.51% |
| 3 Months |
|
|
+78.83% |
| YTD |
|
|
+62.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
11.220 |
8.870 |
| 1M High / 1M Low: |
14.910 |
8.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
15.290 |
| Low (YTD): |
2024-01-17 |
3.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.955 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.996 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
