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UBS Call 12.25 DBK 17.06.2024/  CH1244004466  /

UBS Investment Bank
2024-05-24  9:53:02 PM Chg.+0.270 Bid- Ask- Underlying Strike price Expiration date Option type
3.510EUR +8.33% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BANK AG NA ... 12.25 - 2024-06-17 Call
 

Master data

WKN: UL2C0M
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.25 -
Maturity: 2024-06-17
Issue date: 2023-01-20
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.40
Leverage: Yes

Calculated values

Fair value: 3.50
Intrinsic value: 3.47
Implied volatility: 0.67
Historic volatility: 0.26
Parity: 3.47
Time value: 0.10
Break-even: 15.82
Moneyness: 1.28
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.06
Spread %: 1.71%
Delta: 0.94
Theta: -0.01
Omega: 4.16
Rho: 0.01
 

Quote data

Open: 3.270
High: 3.560
Low: 3.090
Previous Close: 3.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.57%
1 Month
  -20.23%
3 Months  
+380.82%
YTD  
+213.39%
1 Year  
+416.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.510 3.240
1M High / 1M Low: 4.400 2.810
6M High / 6M Low: 4.400 0.550
High (YTD): 2024-04-26 4.400
Low (YTD): 2024-02-09 0.550
52W High: 2024-04-26 4.400
52W Low: 2023-10-24 0.290
Avg. price 1W:   3.356
Avg. volume 1W:   0.000
Avg. price 1M:   3.475
Avg. volume 1M:   0.000
Avg. price 6M:   1.678
Avg. volume 6M:   0.000
Avg. price 1Y:   1.077
Avg. volume 1Y:   0.000
Volatility 1M:   144.89%
Volatility 6M:   166.73%
Volatility 1Y:   156.46%
Volatility 3Y:   -