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UBS Call 14.5 DBK 17.06.2024/  CH1245949685  /

UBS Investment Bank
2024-05-16  9:43:10 AM Chg.-0.210 Bid9:43:10 AM Ask9:43:10 AM Underlying Strike price Expiration date Option type
1.380EUR -13.21% 1.380
Bid Size: 20,000		 1.400
Ask Size: 20,000		 DEUTSCHE BANK AG NA ... 14.50 - 2024-06-17 Call
 

Master data

WKN: UL1LQH
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 14.50 -
Maturity: 2024-06-17
Issue date: 2023-01-30
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.83
Leverage: Yes

Calculated values

Fair value: 1.63
Intrinsic value: 1.53
Implied volatility: 0.26
Historic volatility: 0.26
Parity: 1.53
Time value: 0.10
Break-even: 16.13
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 3.82%
Delta: 0.92
Theta: 0.00
Omega: 9.00
Rho: 0.01
 

Quote data

Open: 1.580
High: 1.640
Low: 1.340
Previous Close: 1.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.38%
1 Month  
+105.97%
3 Months  
+885.71%
YTD  
+263.16%
1 Year  
+452.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.590 1.360
1M High / 1M Low: 2.200 0.670
6M High / 6M Low: 2.200 0.119
High (YTD): 2024-04-26 2.200
Low (YTD): 2024-02-21 0.119
52W High: 2024-04-26 2.200
52W Low: 2023-10-24 0.100
Avg. price 1W:   1.488
Avg. volume 1W:   0.000
Avg. price 1M:   1.257
Avg. volume 1M:   0.000
Avg. price 6M:   0.489
Avg. volume 6M:   0.000
Avg. price 1Y:   0.335
Avg. volume 1Y:   0.000
Volatility 1M:   409.64%
Volatility 6M:   267.37%
Volatility 1Y:   222.53%
Volatility 3Y:   -