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UBS Call 13.5 DBK 17.06.2024/  CH1244004516  /

Frankfurt Zert./UBS
2024-05-17  9:31:52 AM Chg.-0.260 Bid9:40:47 AM Ask9:38:50 AM Underlying Strike price Expiration date Option type
2.070EUR -11.16% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BANK AG NA ... 13.50 - 2024-06-17 Call
 

Master data

WKN: UL2N0L
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 13.50 -
Maturity: 2024-06-17
Issue date: 2023-01-20
Last trading day: 2024-05-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.24
Leverage: Yes

Calculated values

Fair value: 2.04
Intrinsic value: 2.00
Implied volatility: 0.46
Historic volatility: 0.26
Parity: 2.00
Time value: 0.14
Break-even: 15.64
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 0.47%
Delta: 0.89
Theta: -0.01
Omega: 6.45
Rho: 0.01
 

Quote data

Open: 2.070
High: 2.070
Low: 2.070
Previous Close: 2.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.16%
1 Month  
+2.99%
3 Months  
+491.43%
YTD  
+245.00%
1 Year  
+360.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.330 2.070
1M High / 1M Low: 3.180 1.640
6M High / 6M Low: 3.180 0.242
High (YTD): 2024-04-26 3.180
Low (YTD): 2024-02-20 0.242
52W High: 2024-04-26 3.180
52W Low: 2023-10-24 0.155
Avg. price 1W:   2.200
Avg. volume 1W:   0.000
Avg. price 1M:   2.282
Avg. volume 1M:   0.000
Avg. price 6M:   0.897
Avg. volume 6M:   0.000
Avg. price 1Y:   0.581
Avg. volume 1Y:   0.000
Volatility 1M:   303.32%
Volatility 6M:   215.54%
Volatility 1Y:   189.33%
Volatility 3Y:   -