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UBS Call 8.5 DBK 17.06.2024/  CH1225241756  /

EUWAX
2024-05-23  8:07:29 AM Chg.+0.01 Bid11:43:30 AM Ask11:43:30 AM Underlying Strike price Expiration date Option type
7.06EUR +0.14% 7.11
Bid Size: 20,000		 7.13
Ask Size: 20,000		 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: 2.20
Leverage: Yes

Calculated values

Fair value: 7.02
Intrinsic value: 7.00
Implied volatility: 1.19
Historic volatility: 0.26
Parity: 7.00
Time value: 0.06
Break-even: 15.56
Moneyness: 1.82
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 0.86%
Delta: 0.98
Theta: -0.01
Omega: 2.16
Rho: 0.01
 

Quote data

Open: 7.06
High: 7.06
Low: 7.06
Previous Close: 7.05
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month  
+4.75%
3 Months  
+78.73%
YTD  
+73.04%
1 Year  
+175.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.59 7.05
1M High / 1M Low: 8.13 6.61
6M High / 6M Low: 8.13 2.95
High (YTD): 2024-04-26 8.13
Low (YTD): 2024-02-09 3.27
52W High: 2024-04-26 8.13
52W Low: 2023-10-24 1.76
Avg. price 1W:   7.20
Avg. volume 1W:   0.00
Avg. price 1M:   7.21
Avg. volume 1M:   0.00
Avg. price 6M:   4.84
Avg. volume 6M:   0.00
Avg. price 1Y:   3.53
Avg. volume 1Y:   14.84
Volatility 1M:   93.24%
Volatility 6M:   67.78%
Volatility 1Y:   77.10%
Volatility 3Y:   -