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UBS Call 13 DBK 17.06.2024/  CH1244004490  /

Frankfurt Zert./UBS
2024-05-17  9:34:43 AM Chg.-0.260 Bid9:41:20 AM Ask9:38:55 AM Underlying Strike price Expiration date Option type
2.580EUR -9.15% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BANK AG NA ... 13.00 - 2024-06-17 Call
 

Master data

WKN: UL2EXV
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 13.00 -
Maturity: 2024-06-17
Issue date: 2023-01-20
Last trading day: 2024-05-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.71
Leverage: Yes

Calculated values

Fair value: 2.04
Intrinsic value: 2.03
Implied volatility: 1.36
Historic volatility: 0.26
Parity: 2.03
Time value: 0.60
Break-even: 15.63
Moneyness: 1.16
Premium: 0.04
Premium p.a.: 2.32
Spread abs.: 0.02
Spread %: 0.77%
Delta: 0.76
Theta: -0.05
Omega: 4.36
Rho: 0.00
 

Quote data

Open: 2.580
High: 2.580
Low: 2.580
Previous Close: 2.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+12.17%
3 Months  
+322.95%
YTD  
+235.06%
1 Year  
+437.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 3.080 2.580
6M High / 6M Low: 3.680 0.340
High (YTD): 2024-04-26 3.680
Low (YTD): 2024-02-09 0.340
52W High: 2024-04-26 3.680
52W Low: 2023-10-24 0.196
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.892
Avg. volume 1M:   0.000
Avg. price 6M:   1.192
Avg. volume 6M:   0.000
Avg. price 1Y:   0.746
Avg. volume 1Y:   0.000
Volatility 1M:   116.73%
Volatility 6M:   198.86%
Volatility 1Y:   175.76%
Volatility 3Y:   -