DBKGn.DE Warrant 06/24/ CH1217409908 /
| 2024-05-17 9:40:41 AM | Chg.-0.240 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.840EUR | -5.88% | - Bid Size: - |
- Ask Size: - |
DEUTSCHE BANK AG NA ... | 11.75 - | 2024-06-17 | Call |
Master data
| WKN: | UK7MSW |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.75 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2022-11-01 |
| Last trading day: | 2024-05-20 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.50 |
|---|---|
| Intrinsic value: | 3.48 |
| Implied volatility: | 1.34 |
| Historic volatility: | 0.26 |
| Parity: | 3.48 |
| Time value: | 0.37 |
| Break-even: | 15.60 |
| Moneyness: | 1.30 |
| Premium: | 0.02 |
| Premium p.a.: | 0.74 |
| Spread abs.: | 0.01 |
| Spread %: | 0.26% |
| Delta: | 0.86 |
| Theta: | -0.03 |
| Omega: | 3.39 |
| Rho: | 0.00 |
Quote data
| Open: | 3.740 |
|---|---|
| High: | 3.900 |
| Low: | 3.740 |
| Previous Close: | 4.080 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +14.63% | ||
| 3 Months | +209.68% | ||
| YTD | +174.29% | ||
| 1 Year | +357.14% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 4.340 | 3.350 |
| 6M High / 6M Low: | 4.900 | 0.760 |
| High (YTD): | 2024-04-26 | 4.900 |
| Low (YTD): | 2024-02-09 | 0.760 |
| 52W High: | 2024-04-26 | 4.900 |
| 52W Low: | 2023-10-24 | 0.380 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 4.034 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.996 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.268 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 87.67% | |
| Volatility 6M: | 151.73% | |
| Volatility 1Y: | 144.42% | |
| Volatility 3Y: | - |
