UBS Call 14 DBK 17.06.2024
/ CH1244004532
UBS Call 14 DBK 17.06.2024/ CH1244004532 /
| 2024-06-05 9:09:48 AM |
Chg.-0.38 |
Bid8:55:07 PM |
Ask8:55:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-26.76% |
1.13
Bid Size: 5,000 |
-
Ask Size: - |
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: |
13.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.26 |
| Parity: |
1.03 |
| Time value: |
0.12 |
| Break-even: |
15.15 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
10.89 |
| Rho: |
0.00 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.80% |
| 1 Month |
|
|
-20.61% |
| 3 Months |
|
|
+271.43% |
| YTD |
|
|
+131.11% |
| 1 Year |
|
|
+225.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.39 |
| 1M High / 1M Low: |
2.14 |
1.39 |
| 6M High / 6M Low: |
2.71 |
0.18 |
| High (YTD): |
2024-04-26 |
2.71 |
| Low (YTD): |
2024-02-09 |
0.18 |
| 52W High: |
2024-04-26 |
2.71 |
| 52W Low: |
2023-10-24 |
0.12 |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.51 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
171.94% |
| Volatility 6M: |
|
255.10% |
| Volatility 1Y: |
|
215.30% |
| Volatility 3Y: |
|
- |
