OverviewChartNewsTraderScreen

UBS Call 12.25 DBK 17.06.2024/  CH1244004466  /

EUWAX
2024-05-24  10:18:58 AM Chg.-0.11 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
3.20EUR -3.32% -
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: 3.20
High: 3.20
Low: 3.20
Previous Close: 3.31
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.04%
1 Month
  -27.77%
3 Months  
+290.24%
YTD  
+193.58%
1 Year  
+370.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.44 3.20
1M High / 1M Low: 4.43 2.83
6M High / 6M Low: 4.43 0.54
High (YTD): 2024-04-26 4.43
Low (YTD): 2024-02-09 0.54
52W High: 2024-04-26 4.43
52W Low: 2023-10-24 0.28
Avg. price 1W:   3.35
Avg. volume 1W:   0.00
Avg. price 1M:   3.47
Avg. volume 1M:   0.00
Avg. price 6M:   1.68
Avg. volume 6M:   0.00
Avg. price 1Y:   1.08
Avg. volume 1Y:   0.00
Volatility 1M:   126.42%
Volatility 6M:   173.41%
Volatility 1Y:   161.75%
Volatility 3Y:   -