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UBS Call 10.25 DBK 17.06.2024/  CH1225241822  /

Frankfurt Zert./UBS
2024-05-07  10:28:12 AM Chg.+0.210 Bid10:31:04 AM Ask10:31:04 AM Underlying Strike price Expiration date Option type
5.580EUR +3.91% 5.570
Bid Size: 20,000		 5.590
Ask Size: 20,000		 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: 2.86
Leverage: Yes

Calculated values

Fair value: 5.40
Intrinsic value: 5.36
Implied volatility: 0.75
Historic volatility: 0.26
Parity: 5.36
Time value: 0.10
Break-even: 15.71
Moneyness: 1.52
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 1.11%
Delta: 0.97
Theta: 0.00
Omega: 2.76
Rho: 0.01
 

Quote data

Open: 5.600
High: 5.600
Low: 5.540
Previous Close: 5.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.25%
1 Month  
+22.64%
3 Months  
+203.26%
YTD  
+120.55%
1 Year  
+290.21%
3 Years     -
5 Years     -
1W High / 1W Low: 5.370 4.800
1M High / 1M Low: 6.410 4.260
6M High / 6M Low: 6.410 1.260
High (YTD): 2024-04-26 6.410
Low (YTD): 2024-02-09 1.740
52W High: 2024-04-26 6.410
52W Low: 2023-10-24 0.800
Avg. price 1W:   5.008
Avg. volume 1W:   0.000
Avg. price 1M:   4.905
Avg. volume 1M:   0.000
Avg. price 6M:   2.810
Avg. volume 6M:   0.000
Avg. price 1Y:   1.991
Avg. volume 1Y:   0.000
Volatility 1M:   133.54%
Volatility 6M:   101.30%
Volatility 1Y:   109.62%
Volatility 3Y:   -