UBS Call 16800 DAX 20.09.2024
/ CH1319917295
UBS Call 16800 DAX 20.09.2024/ CH1319917295 /
| 2024-08-02 7:29:15 PM |
Chg.-6.870 |
Bid9:59:56 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.610EUR |
-37.18% |
11.820
Bid Size: 10,000 |
-
Ask Size: - |
DAX |
16,800.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2BXV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16,800.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.69 |
| Intrinsic value: |
8.61 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.11 |
| Parity: |
8.61 |
| Time value: |
3.00 |
| Break-even: |
17,961.00 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
-0.21 |
| Spread %: |
-1.78% |
| Delta: |
0.76 |
| Theta: |
-6.01 |
| Omega: |
11.52 |
| Rho: |
16.06 |
Quote data
| Open: |
12.590 |
| High: |
12.710 |
| Low: |
11.500 |
| Previous Close: |
18.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.45% |
| 1 Month |
|
|
-36.21% |
| 3 Months |
|
|
-33.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
18.480 |
11.610 |
| 1M High / 1M Low: |
20.110 |
11.610 |
| 6M High / 6M Low: |
24.130 |
11.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
16.510 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
17.910 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
18.132 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.76% |
| Volatility 6M: |
|
101.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
