UBS Call 14.25 DBK 17.06.2024
/ CH1244004540
UBS Call 14.25 DBK 17.06.2024/ CH1244004540 /
| 2024-05-17 9:40:41 AM |
Chg.-0.150 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.430EUR |
-9.49% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
14.25 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL2Q9U |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.25 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-01-20 |
| Last trading day: |
2024-05-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.26 |
| Parity: |
0.98 |
| Time value: |
0.46 |
| Break-even: |
15.69 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
7.47 |
| Rho: |
0.00 |
Quote data
| Open: |
1.350 |
| High: |
1.490 |
| Low: |
1.350 |
| Previous Close: |
1.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+40.20% |
| 3 Months |
|
|
+538.39% |
| YTD |
|
|
+240.48% |
| 1 Year |
|
|
+361.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.840 |
1.020 |
| 6M High / 6M Low: |
2.440 |
0.142 |
| High (YTD): |
2024-04-26 |
2.440 |
| Low (YTD): |
2024-02-21 |
0.142 |
| 52W High: |
2024-04-26 |
2.440 |
| 52W Low: |
2023-10-24 |
0.111 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.577 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.617 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.398 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
210.42% |
| Volatility 6M: |
|
263.24% |
| Volatility 1Y: |
|
218.79% |
| Volatility 3Y: |
|
- |
