UBS Call 12.75 DBK 17.06.2024
/ CH1244004482
UBS Call 12.75 DBK 17.06.2024/ CH1244004482 /
| 2024-05-17 9:41:20 AM |
Chg.-0.230 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.850EUR |
-7.47% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
12.75 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL2E6S |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.75 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-01-20 |
| Last trading day: |
2024-05-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
2.48 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.26 |
| Parity: |
2.48 |
| Time value: |
0.39 |
| Break-even: |
15.62 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
4.35 |
| Rho: |
0.00 |
Quote data
| Open: |
2.760 |
| High: |
2.920 |
| Low: |
2.760 |
| Previous Close: |
3.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.25% |
| 3 Months |
|
|
+331.82% |
| YTD |
|
|
+223.86% |
| 1 Year |
|
|
+400.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.340 |
2.370 |
| 6M High / 6M Low: |
3.900 |
0.400 |
| High (YTD): |
2024-04-26 |
3.900 |
| Low (YTD): |
2024-02-09 |
0.400 |
| 52W High: |
2024-04-26 |
3.900 |
| 52W Low: |
2023-10-24 |
0.227 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.327 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.830 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
117.13% |
| Volatility 6M: |
|
192.02% |
| Volatility 1Y: |
|
171.20% |
| Volatility 3Y: |
|
- |
