UBS Call 16900 DAX 20.09.2024
/ CH1319917311
UBS Call 16900 DAX 20.09.2024/ CH1319917311 /
| 2024-07-09 7:44:02 PM |
Chg.-1.75 |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.89EUR |
-9.92% |
-
Bid Size: - |
-
Ask Size: - |
DAX |
16,900.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM169X |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16,900.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
17.01 |
| Intrinsic value: |
15.72 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.11 |
| Parity: |
15.72 |
| Time value: |
1.87 |
| Break-even: |
18,659.00 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.08 |
| Spread %: |
-0.45% |
| Delta: |
0.90 |
| Theta: |
-3.11 |
| Omega: |
9.50 |
| Rho: |
29.90 |
Quote data
| Open: |
17.36 |
| High: |
17.51 |
| Low: |
15.60 |
| Previous Close: |
17.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.79% |
| 1 Month |
|
|
-19.01% |
| 3 Months |
|
|
-14.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
17.86 |
15.31 |
| 1M High / 1M Low: |
20.09 |
14.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
17.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
16.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
