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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: 7.02
Leverage: Yes

Calculated values

Fair value: 1.54
Intrinsic value: 1.53
Implied volatility: 1.18
Historic volatility: 0.26
Parity: 1.53
Time value: 0.61
Break-even: 15.64
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 2.38
Spread abs.: 0.01
Spread %: 0.47%
Delta: 0.73
Theta: -0.05
Omega: 5.12
Rho: 0.00
 

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     0.00%
1 Month  
+13.74%
3 Months  
+381.40%
YTD  
+245.00%
1 Year  
+417.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.580 2.070
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:   -
Avg. volume 1W:   -
Avg. price 1M:   2.393
Avg. volume 1M:   0.000
Avg. price 6M:   0.935
Avg. volume 6M:   0.000
Avg. price 1Y:   0.587
Avg. volume 1Y:   0.000
Volatility 1M:   140.43%
Volatility 6M:   221.64%
Volatility 1Y:   191.74%
Volatility 3Y:   -