UBS Call 8.25 DBK 17.06.2024
/ CH1225241749
UBS Call 8.25 DBK 17.06.2024/ CH1225241749 /
| 2024-06-06 8:08:28 AM |
Chg.-0.04 |
Bid10:52:23 AM |
Ask10:52:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.83EUR |
-0.58% |
6.90
Bid Size: 20,000 |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
8.25 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8LSD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.25 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.77 |
| Intrinsic value: |
6.76 |
| Implied volatility: |
1.75 |
| Historic volatility: |
0.26 |
| Parity: |
6.76 |
| Time value: |
0.04 |
| Break-even: |
15.05 |
| Moneyness: |
1.82 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.44% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
2.17 |
| Rho: |
0.00 |
Quote data
| Open: |
6.83 |
| High: |
6.83 |
| Low: |
6.83 |
| Previous Close: |
6.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.98% |
| 1 Month |
|
|
-3.26% |
| 3 Months |
|
|
+52.12% |
| YTD |
|
|
+58.47% |
| 1 Year |
|
|
+166.80% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.21 |
6.87 |
| 1M High / 1M Low: |
7.93 |
6.87 |
| 6M High / 6M Low: |
8.35 |
3.50 |
| High (YTD): |
2024-04-26 |
8.35 |
| Low (YTD): |
2024-02-09 |
3.50 |
| 52W High: |
2024-04-26 |
8.35 |
| 52W Low: |
2023-10-24 |
1.94 |
| Avg. price 1W: |
|
7.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.93 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
49.84% |
| Volatility 6M: |
|
64.43% |
| Volatility 1Y: |
|
72.68% |
| Volatility 3Y: |
|
- |
