UBS Call 10.5 DBK 17.06.2024
/ CH1215578035
UBS Call 10.5 DBK 17.06.2024/ CH1215578035 /
| 17/05/2024 09:31:38 |
Chg.- |
Bid22:00:14 |
Ask22:00:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.01EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
10.50 - |
17/06/2024 |
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: |
17/06/2024 |
| Issue date: |
28/10/2022 |
| Last trading day: |
20/05/2024 |
| 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: |
5.01 |
| High: |
5.01 |
| Low: |
5.01 |
| Previous Close: |
5.53 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.40% |
| 1 Month |
|
|
+4.59% |
| 3 Months |
|
|
+137.44% |
| YTD |
|
|
+119.74% |
| 1 Year |
|
|
+257.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.53 |
5.01 |
| 1M High / 1M Low: |
6.15 |
4.65 |
| 6M High / 6M Low: |
6.15 |
1.41 |
| High (YTD): |
26/04/2024 |
6.15 |
| Low (YTD): |
09/02/2024 |
1.55 |
| 52W High: |
26/04/2024 |
6.15 |
| 52W Low: |
24/10/2023 |
0.70 |
| Avg. price 1W: |
|
5.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.99 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
141.94% |
| Volatility 6M: |
|
116.00% |
| Volatility 1Y: |
|
119.25% |
| Volatility 3Y: |
|
- |
