UBS Call 12.75 DBK 17.06.2024
/ CH1244004482
UBS Call 12.75 DBK 17.06.2024/ CH1244004482 /
2024-05-17 9:24:08 AM |
Chg.-0.240 |
Bid9:41:23 AM |
Ask9:38:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.840EUR |
-7.79% |
- Bid Size: - |
- Ask Size: - |
DEUTSCHE BANK AG NA ... |
12.75 - |
2024-06-17 |
Call |
Master data
WKN: |
UL2E6S |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DEUTSCHE BANK AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.75 - |
Maturity: |
2024-06-17 |
Issue date: |
2023-01-20 |
Last trading day: |
2024-05-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.29 |
Intrinsic value: |
2.28 |
Implied volatility: |
1.45 |
Historic volatility: |
0.26 |
Parity: |
2.28 |
Time value: |
0.59 |
Break-even: |
15.62 |
Moneyness: |
1.18 |
Premium: |
0.04 |
Premium p.a.: |
2.25 |
Spread abs.: |
0.02 |
Spread %: |
0.70% |
Delta: |
0.78 |
Theta: |
-0.05 |
Omega: |
4.07 |
Rho: |
0.00 |
Quote data
Open: |
2.760 |
High: |
2.840 |
Low: |
2.760 |
Previous Close: |
3.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+11.81% |
3 Months |
|
|
+294.44% |
YTD |
|
|
+222.73% |
1 Year |
|
|
+435.85% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.330 |
2.840 |
6M High / 6M Low: |
3.920 |
0.400 |
High (YTD): |
2024-04-26 |
3.920 |
Low (YTD): |
2024-02-09 |
0.400 |
52W High: |
2024-04-26 |
3.920 |
52W Low: |
2023-10-24 |
0.224 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
3.144 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.336 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.836 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
111.30% |
Volatility 6M: |
|
189.36% |
Volatility 1Y: |
|
169.44% |
Volatility 3Y: |
|
- |