UBS Call 17350 DAX 21.06.2024
/ CH1310059410
UBS Call 17350 DAX 21.06.2024/ CH1310059410 /
| 5/16/2024 7:36:35 PM |
Chg.-1.730 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.620EUR |
-10.58% |
14.550
Bid Size: 10,000 |
14.610
Ask Size: 10,000 |
DAX |
17,350.00 EUR |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
12/27/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.86 |
| Intrinsic value: |
15.19 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.11 |
| Parity: |
15.19 |
| Time value: |
1.35 |
| Break-even: |
19,004.00 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
0.36% |
| Delta: |
0.90 |
| Theta: |
-4.99 |
| Omega: |
10.22 |
| Rho: |
15.05 |
Quote data
| Open: |
16.200 |
| High: |
16.260 |
| Low: |
14.620 |
| Previous Close: |
16.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.73% |
| 1 Month |
|
|
+63.72% |
| 3 Months |
|
|
+164.86% |
| YTD |
|
|
+167.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.350 |
15.030 |
| 1M High / 1M Low: |
16.350 |
8.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
5/15/2024 |
16.350 |
| Low (YTD): |
1/17/2024 |
3.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.310 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
