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UBS Call 10.5 DBK 17.06.2024/  CH1215578035  /

Frankfurt Zert./UBS
2024-05-17  9:27:35 AM Chg.-0.260 Bid9:41:22 AM Ask9:38:51 AM Underlying Strike price Expiration date Option type
5.080EUR -4.87% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BANK AG NA ... 10.50 - 2024-06-17 Call
 

Master data

WKN: UK8RKD
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 10.50 -
Maturity: 2024-06-17
Issue date: 2022-10-28
Last trading day: 2024-05-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.05
Leverage: Yes

Calculated values

Fair value: 5.03
Intrinsic value: 5.00
Implied volatility: 0.90
Historic volatility: 0.26
Parity: 5.00
Time value: 0.09
Break-even: 15.59
Moneyness: 1.48
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.39%
Delta: 0.96
Theta: -0.01
Omega: 2.93
Rho: 0.01
 

Quote data

Open: 5.000
High: 5.080
Low: 5.000
Previous Close: 5.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.87%
1 Month  
+3.25%
3 Months  
+138.50%
YTD  
+119.91%
1 Year  
+257.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.340 5.080
1M High / 1M Low: 6.160 4.550
6M High / 6M Low: 6.160 1.410
High (YTD): 2024-04-26 6.160
Low (YTD): 2024-02-09 1.550
52W High: 2024-04-26 6.160
52W Low: 2023-10-24 0.700
Avg. price 1W:   5.210
Avg. volume 1W:   0.000
Avg. price 1M:   5.251
Avg. volume 1M:   0.000
Avg. price 6M:   2.938
Avg. volume 6M:   0.000
Avg. price 1Y:   1.980
Avg. volume 1Y:   0.000
Volatility 1M:   142.35%
Volatility 6M:   107.26%
Volatility 1Y:   116.24%
Volatility 3Y:   -