UBS Call 16650 DAX 20.09.2024
/ CH1319917261
UBS Call 16650 DAX 20.09.2024/ CH1319917261 /
| 15/08/2024 19:43:59 |
Chg.+3.06 |
Bid22:00:20 |
Ask22:00:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.44EUR |
+22.87% |
-
Bid Size: - |
-
Ask Size: - |
DAX |
16,650.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
UM2KS2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16,650.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.99 |
| Intrinsic value: |
12.36 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.11 |
| Parity: |
12.36 |
| Time value: |
1.37 |
| Break-even: |
18,023.00 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
0.44% |
| Delta: |
0.87 |
| Theta: |
-4.89 |
| Omega: |
11.39 |
| Rho: |
14.07 |
Quote data
| Open: |
14.06 |
| High: |
14.60 |
| Low: |
13.93 |
| Previous Close: |
13.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.63% |
| 1 Month |
|
|
-20.35% |
| 3 Months |
|
|
-35.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.38 |
12.41 |
| 1M High / 1M Low: |
20.66 |
10.34 |
| 6M High / 6M Low: |
25.43 |
10.34 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
16.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
19.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.72% |
| Volatility 6M: |
|
98.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
