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UBS Call 12.75 DBK 17.06.2024/  CH1244004482  /

Frankfurt Zert./UBS
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: 5.40
Leverage: Yes

Calculated values

Fair value: 2.79
Intrinsic value: 2.75
Implied volatility: 0.56
Historic volatility: 0.26
Parity: 2.75
Time value: 0.12
Break-even: 15.62
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 0.70%
Delta: 0.92
Theta: -0.01
Omega: 4.98
Rho: 0.01
 

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
  -7.79%
1 Month  
+4.80%
3 Months  
+373.33%
YTD  
+222.73%
1 Year  
+365.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.080 2.840
1M High / 1M Low: 3.920 2.340
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:   2.960
Avg. volume 1W:   0.000
Avg. price 1M:   3.014
Avg. volume 1M:   0.000
Avg. price 6M:   1.283
Avg. volume 6M:   0.000
Avg. price 1Y:   0.826
Avg. volume 1Y:   0.000
Volatility 1M:   240.51%
Volatility 6M:   184.73%
Volatility 1Y:   167.69%
Volatility 3Y:   -