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UBS Call 14 DBK 17.06.2024/  CH1244004532  /

Frankfurt Zert./UBS
2024-05-23  2:44:10 PM Chg.+0.120 Bid2:59:46 PM Ask2:59:46 PM Underlying Strike price Expiration date Option type
1.710EUR +7.55% 1.700
Bid Size: 20,000		 1.720
Ask Size: 20,000		 DEUTSCHE BANK AG NA ... 14.00 - 2024-06-17 Call
 

Master data

WKN: UL2PY6
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-06-17
Issue date: 2023-01-20
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.45
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.50
Implied volatility: 0.37
Historic volatility: 0.26
Parity: 1.50
Time value: 0.14
Break-even: 15.64
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.06
Spread %: 3.80%
Delta: 0.87
Theta: -0.01
Omega: 8.23
Rho: 0.01
 

Quote data

Open: 1.670
High: 1.720
Low: 1.600
Previous Close: 1.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.07%
1 Month  
+8.92%
3 Months  
+609.54%
YTD  
+263.83%
1 Year  
+375.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.840 1.590
1M High / 1M Low: 2.700 1.210
6M High / 6M Low: 2.700 0.167
High (YTD): 2024-04-26 2.700
Low (YTD): 2024-02-20 0.167
52W High: 2024-04-26 2.700
52W Low: 2023-10-24 0.123
Avg. price 1W:   1.712
Avg. volume 1W:   0.000
Avg. price 1M:   1.795
Avg. volume 1M:   0.000
Avg. price 6M:   0.712
Avg. volume 6M:   0.000
Avg. price 1Y:   0.465
Avg. volume 1Y:   68.750
Volatility 1M:   338.38%
Volatility 6M:   236.20%
Volatility 1Y:   201.84%
Volatility 3Y:   -