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: | 2024-06-14 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.78 |
Leverage: | Yes |
Calculated values
Fair value: | 3.92 |
---|---|
Intrinsic value: | 3.89 |
Implied volatility: | 0.89 |
Historic volatility: | 0.26 |
Parity: | 3.89 |
Time value: | 0.25 |
Break-even: | 15.89 |
Moneyness: | 1.33 |
Premium: | 0.02 |
Premium p.a.: | 0.22 |
Spread abs.: | 0.06 |
Spread %: | 1.47% |
Delta: | 0.90 |
Theta: | -0.01 |
Omega: | 3.39 |
Rho: | 0.01 |
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 | -7.69% | ||
---|---|---|---|
1 Month | +19.25% | ||
3 Months | +317.39% | ||
YTD | +174.29% | ||
1 Year | +341.38% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.340 | 3.840 |
---|---|---|
1M High / 1M Low: | 4.900 | 3.220 |
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: | 4.132 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 3.950 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 1.902 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 1.250 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 178.50% | |
Volatility 6M: | 147.98% | |
Volatility 1Y: | 142.76% | |
Volatility 3Y: | - |