UBS Call 16450 DAX 20.09.2024
/ CH1319917220
UBS Call 16450 DAX 20.09.2024/ CH1319917220 /
| 2024-05-02 1:57:05 PM |
Chg.+0.270 |
Bid1:57:05 PM |
Ask1:57:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 19.920EUR |
+1.37% |
19.920
Bid Size: 20,000 |
19.960
Ask Size: 20,000 |
DAX |
16,450.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2L42 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16,450.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
17.63 |
| Intrinsic value: |
14.82 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.11 |
| Parity: |
14.82 |
| Time value: |
4.89 |
| Break-even: |
18,421.00 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
0.31% |
| Delta: |
0.81 |
| Theta: |
-3.46 |
| Omega: |
7.38 |
| Rho: |
48.55 |
Quote data
| Open: |
20.080 |
| High: |
20.260 |
| Low: |
19.460 |
| Previous Close: |
19.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.11% |
| 1 Month |
|
|
-18.19% |
| 3 Months |
|
|
+42.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
22.210 |
19.650 |
| 1M High / 1M Low: |
24.640 |
18.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
20.983 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
21.566 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
