UBS Call 9.25 DBK 17.06.2024
/ CH1225241780
UBS Call 9.25 DBK 17.06.2024/ CH1225241780 /
2024-05-17 9:19:48 AM |
Chg.-0.270 |
Bid9:41:22 AM |
Ask9:38:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
6.320EUR |
-4.10% |
- Bid Size: - |
- Ask Size: - |
DEUTSCHE BANK AG NA ... |
9.25 - |
2024-06-17 |
Call |
Master data
WKN: |
UK8FA2 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DEUTSCHE BANK AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.25 - |
Maturity: |
2024-06-17 |
Issue date: |
2022-10-18 |
Last trading day: |
2024-05-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.50 |
Intrinsic value: |
6.47 |
Implied volatility: |
1.46 |
Historic volatility: |
0.26 |
Parity: |
6.47 |
Time value: |
0.17 |
Break-even: |
15.89 |
Moneyness: |
1.70 |
Premium: |
0.01 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.06 |
Spread %: |
0.91% |
Delta: |
0.95 |
Theta: |
-0.01 |
Omega: |
2.25 |
Rho: |
0.01 |
Quote data
Open: |
6.230 |
High: |
6.320 |
Low: |
6.230 |
Previous Close: |
6.590 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-14.71% |
3 Months |
|
|
+102.56% |
YTD |
|
|
+85.34% |
1 Year |
|
|
+222.45% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
7.410 |
5.800 |
6M High / 6M Low: |
7.410 |
2.320 |
High (YTD): |
2024-04-26 |
7.410 |
Low (YTD): |
2024-02-09 |
2.590 |
52W High: |
2024-04-26 |
7.410 |
52W Low: |
2023-10-24 |
1.290 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
6.492 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.107 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.897 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
97.63% |
Volatility 6M: |
|
82.05% |
Volatility 1Y: |
|
91.05% |
Volatility 3Y: |
|
- |