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UBS Call 11.5 DBK 17.06.2024/  CH1217409890  /

Frankfurt Zert./UBS
2024-05-17  9:21:20 AM Chg.-0.260 Bid9:41:22 AM Ask9:38:51 AM Underlying Strike price Expiration date Option type
4.080EUR -5.99% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BANK AG NA ... 11.50 - 2024-06-17 Call
 

Master data

WKN: UK7N58
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 11.50 -
Maturity: 2024-06-17
Issue date: 2022-11-01
Last trading day: 2024-05-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.53
Leverage: Yes

Calculated values

Fair value: 4.03
Intrinsic value: 4.00
Implied volatility: 1.18
Historic volatility: 0.26
Parity: 4.00
Time value: 0.39
Break-even: 15.89
Moneyness: 1.35
Premium: 0.03
Premium p.a.: 0.43
Spread abs.: 0.06
Spread %: 1.39%
Delta: 0.87
Theta: -0.02
Omega: 3.07
Rho: 0.01
 

Quote data

Open: 4.000
High: 4.080
Low: 4.000
Previous Close: 4.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.99%
1 Month  
+3.82%
3 Months  
+209.09%
YTD  
+161.54%
1 Year  
+312.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.340 4.080
1M High / 1M Low: 5.170 3.560
6M High / 6M Low: 5.170 0.870
High (YTD): 2024-04-26 5.170
Low (YTD): 2024-02-09 0.900
52W High: 2024-04-26 5.170
52W Low: 2023-10-24 0.420
Avg. price 1W:   4.210
Avg. volume 1W:   0.000
Avg. price 1M:   4.253
Avg. volume 1M:   0.000
Avg. price 6M:   2.120
Avg. volume 6M:   0.000
Avg. price 1Y:   1.387
Avg. volume 1Y:   0.000
Volatility 1M:   173.71%
Volatility 6M:   138.33%
Volatility 1Y:   137.59%
Volatility 3Y:   -