OverviewChartNewsTraderScreen

UBS Call 13.75 DBK 17.06.2024/  CH1244004524  /

Frankfurt Zert./UBS
2024-06-05  7:26:33 PM Chg.-0.010 Bid9:04:25 PM Ask- Underlying Strike price Expiration date Option type
1.320EUR -0.75% 1.340
Bid Size: 5,000		 -
Ask Size: -		 DEUTSCHE BANK AG NA ... 13.75 - 2024-06-17 Call
 

Master data

WKN: UL2CRP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 13.75 -
Maturity: 2024-06-17
Issue date: 2023-01-20
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.13
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 1.28
Implied volatility: 0.41
Historic volatility: 0.26
Parity: 1.28
Time value: 0.07
Break-even: 15.10
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.16
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.01
Omega: 9.96
Rho: 0.00
 

Quote data

Open: 1.390
High: 1.400
Low: 1.210
Previous Close: 1.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -14.84%
3 Months  
+300.00%
YTD  
+164.00%
1 Year  
+300.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.740 1.330
1M High / 1M Low: 2.300 1.330
6M High / 6M Low: 2.910 0.173
High (YTD): 2024-04-26 2.910
Low (YTD): 2024-02-20 0.173
52W High: 2024-04-26 2.910
52W Low: 2023-10-24 0.107
Avg. price 1W:   1.558
Avg. volume 1W:   0.000
Avg. price 1M:   1.930
Avg. volume 1M:   0.000
Avg. price 6M:   0.886
Avg. volume 6M:   0.000
Avg. price 1Y:   0.549
Avg. volume 1Y:   0.000
Volatility 1M:   140.93%
Volatility 6M:   240.05%
Volatility 1Y:   215.68%
Volatility 3Y:   -