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UBS Call 12.75 DBK 17.06.2024/  CH1244004482  /

UBS Investment Bank
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: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.98
Leverage: Yes

Calculated values

Fair value: 2.93
Intrinsic value: 2.89
Implied volatility: 0.69
Historic volatility: 0.26
Parity: 2.89
Time value: 0.25
Break-even: 15.89
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.22
Spread abs.: 0.06
Spread %: 1.95%
Delta: 0.87
Theta: -0.01
Omega: 4.35
Rho: 0.01
 

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
  -9.81%
1 Month  
+25.55%
3 Months  
+506.38%
YTD  
+223.86%
1 Year  
+383.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.340 2.850
1M High / 1M Low: 3.900 2.270
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:   3.134
Avg. volume 1W:   0.000
Avg. price 1M:   2.962
Avg. volume 1M:   0.000
Avg. price 6M:   1.261
Avg. volume 6M:   0.000
Avg. price 1Y:   0.819
Avg. volume 1Y:   0.000
Volatility 1M:   233.34%
Volatility 6M:   186.20%
Volatility 1Y:   168.92%
Volatility 3Y:   -