UBS Call 16550 DAX 20.09.2024
/ CH1319917246
UBS Call 16550 DAX 20.09.2024/ CH1319917246 /
| 2024-07-09 1:00:21 PM |
Chg.-0.640 |
Bid1:00:21 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 20.300EUR |
-3.06% |
20.300
Bid Size: 20,000 |
-
Ask Size: - |
DAX |
16,550.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2N9W |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16,550.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
20.44 |
| Intrinsic value: |
19.22 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.11 |
| Parity: |
19.22 |
| Time value: |
1.64 |
| Break-even: |
18,636.00 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.08 |
| Spread %: |
-0.38% |
| Delta: |
0.93 |
| Theta: |
-2.81 |
| Omega: |
8.27 |
| Rho: |
30.33 |
Quote data
| Open: |
20.930 |
| High: |
21.000 |
| Low: |
20.040 |
| Previous Close: |
20.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.56% |
| 1 Month |
|
|
-9.98% |
| 3 Months |
|
|
-6.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
21.520 |
18.700 |
| 1M High / 1M Low: |
23.230 |
17.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
20.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
20.000 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
