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UBS Call 13.75 DBK 17.06.2024/  CH1244004524  /

UBS Investment Bank
2024-05-23  12:39:42 PM Chg.+0.120 Bid12:39:42 PM Ask12:39:42 PM Underlying Strike price Expiration date Option type
1.900EUR +6.74% 1.900
Bid Size: 20,000		 1.920
Ask Size: 20,000		 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: 8.43
Leverage: Yes

Calculated values

Fair value: 1.80
Intrinsic value: 1.75
Implied volatility: 0.34
Historic volatility: 0.26
Parity: 1.75
Time value: 0.09
Break-even: 15.59
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.06
Spread %: 3.37%
Delta: 0.92
Theta: -0.01
Omega: 7.75
Rho: 0.01
 

Quote data

Open: 1.820
High: 1.930
Low: 1.770
Previous Close: 1.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.32%
1 Month  
+7.95%
3 Months  
+660.00%
YTD  
+272.55%
1 Year  
+413.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.050 1.780
1M High / 1M Low: 2.890 1.380
6M High / 6M Low: 2.890 0.175
High (YTD): 2024-04-26 2.890
Low (YTD): 2024-02-09 0.175
52W High: 2024-04-26 2.890
52W Low: 2023-10-24 0.110
Avg. price 1W:   1.916
Avg. volume 1W:   0.000
Avg. price 1M:   2.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.786
Avg. volume 6M:   0.000
Avg. price 1Y:   0.500
Avg. volume 1Y:   0.000
Volatility 1M:   315.80%
Volatility 6M:   244.03%
Volatility 1Y:   217.73%
Volatility 3Y:   -