DBKGn.DE Warrant 06/24/ CH1215578050 /
2024-05-17 9:47:28 PM | Chg.-0.110 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.720EUR | -2.28% | - Bid Size: - |
- Ask Size: - |
DEUTSCHE BANK AG NA ... | 11.00 - | 2024-06-17 | Call |
Master data
WKN: | UK81KF |
---|---|
Issuer: | UBS AG, LONDON BRANCH |
Currency: | EUR |
Underlying: | DEUTSCHE BANK AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 11.00 - |
Maturity: | 2024-06-17 |
Issue date: | 2022-10-28 |
Last trading day: | 2024-06-14 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.27 |
Leverage: | Yes |
Calculated values
Fair value: | 4.67 |
---|---|
Intrinsic value: | 4.64 |
Implied volatility: | 0.86 |
Historic volatility: | 0.26 |
Parity: | 4.64 |
Time value: | 0.14 |
Break-even: | 15.78 |
Moneyness: | 1.42 |
Premium: | 0.01 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.06 |
Spread %: | 1.27% |
Delta: | 0.94 |
Theta: | -0.01 |
Omega: | 3.08 |
Rho: | 0.01 |
Quote data
Open: | 4.480 |
---|---|
High: | 4.720 |
Low: | 4.480 |
Previous Close: | 4.830 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.87% | ||
---|---|---|---|
1 Month | +19.19% | ||
3 Months | +232.39% | ||
YTD | +145.83% | ||
1 Year | +310.43% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.090 | 4.720 |
---|---|---|
1M High / 1M Low: | 5.640 | 3.960 |
6M High / 6M Low: | 5.640 | 1.110 |
High (YTD): | 2024-04-26 | 5.640 |
Low (YTD): | 2024-02-09 | 1.190 |
52W High: | 2024-04-26 | 5.640 |
52W Low: | 2023-10-24 | 0.550 |
Avg. price 1W: | 4.908 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 4.702 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 2.485 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 1.664 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 150.57% | |
Volatility 6M: | 121.86% | |
Volatility 1Y: | 126.07% | |
Volatility 3Y: | - |