UBS Call 9.75 DBK 17.06.2024
/ CH1225241806
UBS Call 9.75 DBK 17.06.2024/ CH1225241806 /
| 2024-05-17 9:34:21 AM |
Chg.-0.300 |
Bid9:41:29 AM |
Ask9:38:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.780EUR |
-4.93% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
9.75 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8HG8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.75 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-05-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.29 |
| Intrinsic value: |
5.28 |
| Implied volatility: |
2.60 |
| Historic volatility: |
0.26 |
| Parity: |
5.28 |
| Time value: |
0.55 |
| Break-even: |
15.58 |
| Moneyness: |
1.54 |
| Premium: |
0.04 |
| Premium p.a.: |
2.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.17% |
| Delta: |
0.88 |
| Theta: |
-0.06 |
| Omega: |
2.26 |
| Rho: |
0.00 |
Quote data
| Open: |
5.730 |
| High: |
5.780 |
| Low: |
5.730 |
| Previous Close: |
6.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.52% |
| 3 Months |
|
|
+90.76% |
| YTD |
|
|
+96.60% |
| 1 Year |
|
|
+259.01% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.330 |
5.780 |
| 6M High / 6M Low: |
6.910 |
2.150 |
| High (YTD): |
2024-04-26 |
6.910 |
| Low (YTD): |
2024-02-09 |
2.150 |
| 52W High: |
2024-04-26 |
6.910 |
| 52W Low: |
2023-10-24 |
1.020 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.134 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.719 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.536 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
56.70% |
| Volatility 6M: |
|
92.16% |
| Volatility 1Y: |
|
100.64% |
| Volatility 3Y: |
|
- |
