UBS Call 17600 DAX 20.09.2024
/ CH1319917451
UBS Call 17600 DAX 20.09.2024/ CH1319917451 /
| 9/9/2024 3:37:18 PM |
Chg.-0.81 |
Bid10:05:07 PM |
Ask10:05:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.85EUR |
-8.39% |
-
Bid Size: - |
-
Ask Size: - |
DAX |
17,600.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
UM169Y |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17,600.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.24 |
| Intrinsic value: |
7.02 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.11 |
| Parity: |
7.02 |
| Time value: |
0.62 |
| Break-even: |
18,364.00 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.87 |
| Theta: |
-7.79 |
| Omega: |
20.86 |
| Rho: |
4.57 |
Quote data
| Open: |
8.36 |
| High: |
8.99 |
| Low: |
8.36 |
| Previous Close: |
9.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.29% |
| 1 Month |
|
|
+73.19% |
| 3 Months |
|
|
-34.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.89 |
9.66 |
| 1M High / 1M Low: |
13.89 |
4.73 |
| 6M High / 6M Low: |
16.96 |
3.49 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.79% |
| Volatility 6M: |
|
170.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
