DBKGn.DE Warrant 06/24/ CH1225241822 /
2024-05-31 8:06:35 PM | Chg.-0.190 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.000EUR | -3.66% | - Bid Size: - |
- Ask Size: - |
DEUTSCHE BANK AG NA ... | 10.25 - | 2024-06-17 | Call |
Master data
WKN: | UK8M4D |
---|---|
Issuer: | UBS AG, LONDON BRANCH |
Currency: | EUR |
Underlying: | DEUTSCHE BANK AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 10.25 - |
Maturity: | 2024-06-17 |
Issue date: | 2022-10-18 |
Last trading day: | 2024-06-14 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.90 |
Leverage: | Yes |
Calculated values
Fair value: | 4.99 |
---|---|
Intrinsic value: | 4.98 |
Implied volatility: | 1.64 |
Historic volatility: | 0.26 |
Parity: | 4.98 |
Time value: | 0.27 |
Break-even: | 15.50 |
Moneyness: | 1.49 |
Premium: | 0.02 |
Premium p.a.: | 0.50 |
Spread abs.: | 0.06 |
Spread %: | 1.16% |
Delta: | 0.91 |
Theta: | -0.03 |
Omega: | 2.63 |
Rho: | 0.00 |
Quote data
Open: | 5.200 |
---|---|
High: | 5.210 |
Low: | 4.750 |
Previous Close: | 5.190 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -9.09% | ||
---|---|---|---|
1 Month | +3.31% | ||
3 Months | +101.61% | ||
YTD | +99.20% | ||
1 Year | +244.83% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.480 | 5.000 |
---|---|---|
1M High / 1M Low: | 5.840 | 4.840 |
6M High / 6M Low: | 6.390 | 1.730 |
High (YTD): | 2024-04-26 | 6.390 |
Low (YTD): | 2024-02-09 | 1.730 |
52W High: | 2024-04-26 | 6.390 |
52W Low: | 2023-10-24 | 0.810 |
Avg. price 1W: | 5.242 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.427 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 3.412 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 2.291 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 54.20% | |
Volatility 6M: | 100.89% | |
Volatility 1Y: | 109.05% | |
Volatility 3Y: | - |