UBS Call 13.25 DBK 17.06.2024/  CH1244004508  /

UBS Investment Bank
2024-05-17  9:40:41 AM Chg.-0.210 Bid- Ask- Underlying Strike price Expiration date Option type
2.370EUR -8.14% -
Bid Size: -
-
Ask Size: -
DEUTSCHE BANK AG NA ... 13.25 - 2024-06-17 Call
 

Master data

WKN: UL2E74
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 13.25 -
Maturity: 2024-06-17
Issue date: 2023-01-20
Last trading day: 2024-05-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.31
Leverage: Yes

Calculated values

Fair value: 1.79
Intrinsic value: 1.78
Implied volatility: 1.27
Historic volatility: 0.26
Parity: 1.78
Time value: 0.60
Break-even: 15.63
Moneyness: 1.13
Premium: 0.04
Premium p.a.: 2.32
Spread abs.: 0.01
Spread %: 0.42%
Delta: 0.75
Theta: -0.05
Omega: 4.72
Rho: 0.00
 

Quote data

Open: 2.280
High: 2.430
Low: 2.280
Previous Close: 2.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+13.94%
3 Months  
+374.00%
YTD  
+243.48%
1 Year  
+438.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.840 2.370
6M High / 6M Low: 3.410 0.290
High (YTD): 2024-04-26 3.410
Low (YTD): 2024-02-09 0.290
52W High: 2024-04-26 3.410
52W Low: 2023-10-24 0.178
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.657
Avg. volume 1M:   0.000
Avg. price 6M:   1.059
Avg. volume 6M:   0.000
Avg. price 1Y:   0.664
Avg. volume 1Y:   0.000
Volatility 1M:   119.51%
Volatility 6M:   216.76%
Volatility 1Y:   186.60%
Volatility 3Y:   -