UBS Call 16650 DAX 20.09.2024
/ CH1319917261
UBS Call 16650 DAX 20.09.2024/ CH1319917261 /
| 7/16/2024 7:44:11 PM |
Chg.+0.02 |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 20.66EUR |
+0.10% |
-
Bid Size: - |
-
Ask Size: - |
DAX |
16,650.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
20.51 |
| Intrinsic value: |
19.41 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
19.41 |
| Time value: |
1.22 |
| Break-even: |
18,713.00 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.19 |
| Spread %: |
-0.91% |
| Delta: |
0.97 |
| Theta: |
-2.17 |
| Omega: |
8.75 |
| Rho: |
28.91 |
Quote data
| Open: |
20.28 |
| High: |
20.66 |
| Low: |
19.93 |
| Previous Close: |
20.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.03% |
| 1 Month |
|
|
+14.40% |
| 3 Months |
|
|
+13.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
22.74 |
19.67 |
| 1M High / 1M Low: |
22.74 |
17.37 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
20.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
19.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
