UBS Call 10 DBK 17.06.2024
/ CH1225241814
UBS Call 10 DBK 17.06.2024/ CH1225241814 /
| 16/05/2024 08:07:43 |
Chg.- |
Bid22:00:15 |
Ask22:00:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.09EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
10.00 - |
17/06/2024 |
Call |
Master data
| WKN: |
UK8GD5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 - |
| Maturity: |
17/06/2024 |
| Issue date: |
18/10/2022 |
| Last trading day: |
20/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.53 |
| Intrinsic value: |
5.50 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.26 |
| Parity: |
5.50 |
| Time value: |
0.08 |
| Break-even: |
15.58 |
| Moneyness: |
1.55 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
2.69 |
| Rho: |
0.01 |
Quote data
| Open: |
6.09 |
| High: |
6.09 |
| Low: |
6.09 |
| Previous Close: |
6.18 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+16.00% |
| 3 Months |
|
|
+140.71% |
| YTD |
|
|
+124.72% |
| 1 Year |
|
|
+266.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.09 |
6.09 |
| 1M High / 1M Low: |
6.63 |
5.11 |
| 6M High / 6M Low: |
6.63 |
1.74 |
| High (YTD): |
26/04/2024 |
6.63 |
| Low (YTD): |
09/02/2024 |
1.92 |
| 52W High: |
26/04/2024 |
6.63 |
| 52W Low: |
24/10/2023 |
0.91 |
| Avg. price 1W: |
|
6.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.31 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
125.50% |
| Volatility 6M: |
|
96.97% |
| Volatility 1Y: |
|
105.16% |
| Volatility 3Y: |
|
- |
