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UBS Call 14 DBK 17.06.2024/  CH1244004532  /

UBS Investment Bank
2024-05-23  1:51:14 PM Chg.+0.120 Bid1:51:14 PM Ask1:51:14 PM Underlying Strike price Expiration date Option type
1.700EUR +7.59% 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: 1.610
High: 1.730
Low: 1.560
Previous Close: 1.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.10%
1 Month  
+7.59%
3 Months  
+713.40%
YTD  
+254.17%
1 Year  
+372.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.830 1.580
1M High / 1M Low: 2.680 1.210
6M High / 6M Low: 2.680 0.171
High (YTD): 2024-04-26 2.680
Low (YTD): 2024-02-21 0.171
52W High: 2024-04-26 2.680
52W Low: 2023-10-24 0.125
Avg. price 1W:   1.710
Avg. volume 1W:   0.000
Avg. price 1M:   1.801
Avg. volume 1M:   0.000
Avg. price 6M:   0.717
Avg. volume 6M:   0.000
Avg. price 1Y:   0.465
Avg. volume 1Y:   0.000
Volatility 1M:   343.48%
Volatility 6M:   240.70%
Volatility 1Y:   205.41%
Volatility 3Y:   -