UBS Call 16850 DAX 20.09.2024
/ CH1319917303
UBS Call 16850 DAX 20.09.2024/ CH1319917303 /
| 2024-08-02 9:59:55 PM |
Chg.-2.640 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.410EUR |
-18.79% |
-
Bid Size: - |
-
Ask Size: - |
DAX |
16,850.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2GFC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16,850.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.24 |
| Intrinsic value: |
8.11 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.11 |
| Parity: |
8.11 |
| Time value: |
9.99 |
| Break-even: |
18,660.00 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.41 |
| Spread %: |
2.32% |
| Delta: |
0.64 |
| Theta: |
-14.13 |
| Omega: |
6.27 |
| Rho: |
12.55 |
Quote data
| Open: |
12.960 |
| High: |
13.010 |
| Low: |
10.740 |
| Previous Close: |
14.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.61% |
| 1 Month |
|
|
-36.01% |
| 3 Months |
|
|
-32.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
17.690 |
11.410 |
| 1M High / 1M Low: |
20.340 |
11.410 |
| 6M High / 6M Low: |
23.750 |
10.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
17.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
17.677 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.16% |
| Volatility 6M: |
|
101.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
