UBS Call 11 DBK 17.06.2024
/ CH1215578050
UBS Call 11 DBK 17.06.2024/ CH1215578050 /
| 2024-05-24 10:23:50 AM |
Chg.-0.19 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.43EUR |
-4.11% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
11.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK81KF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-28 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.75 |
| Intrinsic value: |
4.72 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.26 |
| Parity: |
4.72 |
| Time value: |
0.09 |
| Break-even: |
15.81 |
| Moneyness: |
1.43 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
1.26% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.14 |
| Rho: |
0.01 |
Quote data
| Open: |
4.43 |
| High: |
4.43 |
| Low: |
4.43 |
| Previous Close: |
4.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.21% |
| 1 Month |
|
|
-21.59% |
| 3 Months |
|
|
+165.27% |
| YTD |
|
|
+134.39% |
| 1 Year |
|
|
+306.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.75 |
4.43 |
| 1M High / 1M Low: |
5.65 |
4.15 |
| 6M High / 6M Low: |
5.65 |
1.12 |
| High (YTD): |
2024-04-26 |
5.65 |
| Low (YTD): |
2024-02-09 |
1.19 |
| 52W High: |
2024-04-26 |
5.65 |
| 52W Low: |
2023-10-24 |
0.54 |
| Avg. price 1W: |
|
4.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.74 |
| Avg. volume 1Y: |
|
117.65 |
| Volatility 1M: |
|
99.96% |
| Volatility 6M: |
|
127.94% |
| Volatility 1Y: |
|
129.59% |
| Volatility 3Y: |
|
- |
