UBS Call 8.5 DBK 17.06.2024
/ CH1225241756
UBS Call 8.5 DBK 17.06.2024/ CH1225241756 /
2024-06-04 8:06:21 PM |
Chg.-0.260 |
Bid8:06:21 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.570EUR |
-3.81% |
6.570 Bid Size: 5,000 |
- Ask Size: - |
DEUTSCHE BANK AG NA ... |
8.50 - |
2024-06-17 |
Call |
Master data
WKN: |
UK8NYJ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DEUTSCHE BANK AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.50 - |
Maturity: |
2024-06-17 |
Issue date: |
2022-10-18 |
Last trading day: |
2024-06-14 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.87 |
Intrinsic value: |
6.86 |
Implied volatility: |
- |
Historic volatility: |
0.26 |
Parity: |
6.86 |
Time value: |
-0.09 |
Break-even: |
15.27 |
Moneyness: |
1.81 |
Premium: |
-0.01 |
Premium p.a.: |
-0.16 |
Spread abs.: |
-0.06 |
Spread %: |
-0.88% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
6.830 |
High: |
6.920 |
Low: |
6.370 |
Previous Close: |
6.830 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.24% |
1 Month |
|
|
-3.38% |
3 Months |
|
|
+57.93% |
YTD |
|
|
+60.64% |
1 Year |
|
|
+164.92% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.160 |
6.750 |
1M High / 1M Low: |
7.590 |
6.750 |
6M High / 6M Low: |
8.140 |
3.280 |
High (YTD): |
2024-04-26 |
8.140 |
Low (YTD): |
2024-02-09 |
3.280 |
52W High: |
2024-04-26 |
8.140 |
52W Low: |
2023-10-24 |
1.780 |
Avg. price 1W: |
|
6.912 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.204 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.084 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.689 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
35.51% |
Volatility 6M: |
|
68.86% |
Volatility 1Y: |
|
76.16% |
Volatility 3Y: |
|
- |