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UBS Call 11.75 DBK 17.06.2024/  CH1217409908  /

Frankfurt Zert./UBS
2024-05-17  9:30:12 AM Chg.-0.320 Bid9:40:47 AM Ask9:38:50 AM Underlying Strike price Expiration date Option type
3.770EUR -7.82% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BANK AG NA ... 11.75 - 2024-06-17 Call
 

Master data

WKN: UK7MSW
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 11.75 -
Maturity: 2024-06-17
Issue date: 2022-11-01
Last trading day: 2024-05-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.90
Leverage: Yes

Calculated values

Fair value: 3.27
Intrinsic value: 3.26
Implied volatility: 1.90
Historic volatility: 0.26
Parity: 3.26
Time value: 0.59
Break-even: 15.60
Moneyness: 1.28
Premium: 0.04
Premium p.a.: 2.59
Spread abs.: 0.01
Spread %: 0.26%
Delta: 0.82
Theta: -0.06
Omega: 3.19
Rho: 0.00
 

Quote data

Open: 3.750
High: 3.770
Low: 3.750
Previous Close: 4.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -2.58%
3 Months  
+199.21%
YTD  
+167.38%
1 Year  
+365.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 4.330 3.770
6M High / 6M Low: 4.920 0.770
High (YTD): 2024-04-26 4.920
Low (YTD): 2024-02-09 0.770
52W High: 2024-04-26 4.920
52W Low: 2023-10-24 0.370
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   4.135
Avg. volume 1M:   0.000
Avg. price 6M:   2.017
Avg. volume 6M:   0.000
Avg. price 1Y:   1.277
Avg. volume 1Y:   0.000
Volatility 1M:   85.36%
Volatility 6M:   149.41%
Volatility 1Y:   144.37%
Volatility 3Y:   -