UBS Call 14.5 DBK 17.06.2024
/ CH1245949685
UBS Call 14.5 DBK 17.06.2024/ CH1245949685 /
| 2024-04-29 9:47:08 PM |
Chg.-1.230 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-55.91% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
2.03 |
| Time value: |
0.23 |
| Break-even: |
16.76 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
2.73% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
6.34 |
| Rho: |
0.02 |
Quote data
| Open: |
1.430 |
| High: |
1.670 |
| Low: |
0.870 |
| Previous Close: |
2.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.49% |
| 1 Month |
|
|
+27.63% |
| 3 Months |
|
|
+438.89% |
| YTD |
|
|
+155.26% |
| 1 Year |
|
|
+148.72% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.200 |
1.060 |
| 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: |
|
1.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.381 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.290 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
386.55% |
| Volatility 6M: |
|
249.38% |
| Volatility 1Y: |
|
216.11% |
| Volatility 3Y: |
|
- |
