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UBS Call 14.5 DBK 17.06.2024/  CH1245949685  /

EUWAX
2024-05-06  9:21:34 AM Chg.- Bid8:39:15 AM Ask8:39:15 AM Underlying Strike price Expiration date Option type
0.950EUR - 1.280
Bid Size: 5,000		 1.340
Ask Size: 5,000		 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: 12.00
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 1.11
Implied volatility: 0.26
Historic volatility: 0.26
Parity: 1.11
Time value: 0.19
Break-even: 15.80
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.06
Spread %: 4.84%
Delta: 0.83
Theta: -0.01
Omega: 9.92
Rho: 0.01
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.28%
1 Month  
+15.85%
3 Months  
+400.00%
YTD  
+156.76%
1 Year  
+150.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.980 0.810
1M High / 1M Low: 2.320 0.690
6M High / 6M Low: 2.320 0.136
High (YTD): 2024-04-26 2.320
Low (YTD): 2024-02-20 0.136
52W High: 2024-04-26 2.320
52W Low: 2023-10-24 0.097
Avg. price 1W:   0.918
Avg. volume 1W:   0.000
Avg. price 1M:   0.989
Avg. volume 1M:   0.000
Avg. price 6M:   0.413
Avg. volume 6M:   0.000
Avg. price 1Y:   0.303
Avg. volume 1Y:   0.000
Volatility 1M:   611.31%
Volatility 6M:   328.79%
Volatility 1Y:   262.92%
Volatility 3Y:   -