UBS Call 11.25 DBK/ CH1215578068 /
| 17/05/2024 09:41:18 | Chg.-0.250 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.330EUR | -5.46% | - Bid Size: - |
- Ask Size: - |
DEUTSCHE BANK AG NA ... | 11.25 - | 17/06/2024 | Call |
Master data
| WKN: | UK83QL |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.25 - |
| Maturity: | 17/06/2024 |
| Issue date: | 28/10/2022 |
| Last trading day: | 20/05/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.17 |
|---|---|
| Intrinsic value: | 3.16 |
| Implied volatility: | 6.56 |
| Historic volatility: | 0.26 |
| Parity: | 3.16 |
| Time value: | 1.19 |
| Break-even: | 15.60 |
| Moneyness: | 1.28 |
| Premium: | 0.08 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.02 |
| Spread %: | 0.46% |
| Delta: | 0.77 |
| Theta: | -0.53 |
| Omega: | 2.57 |
| Rho: | 0.00 |
Quote data
| Open: | 4.240 |
|---|---|
| High: | 4.400 |
| Low: | 4.240 |
| Previous Close: | 4.580 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +67.83% | ||
| YTD | +150.29% | ||
| 1 Year | +428.05% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 4.330 | 4.330 |
| 6M High / 6M Low: | 5.390 | 1.030 |
| High (YTD): | 26/04/2024 | 5.390 |
| Low (YTD): | 09/02/2024 | 1.030 |
| 52W High: | 26/04/2024 | 5.390 |
| 52W Low: | 24/10/2023 | 0.490 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 4.330 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.493 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.568 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | - | |
| Volatility 6M: | 138.05% | |
| Volatility 1Y: | 134.09% | |
| Volatility 3Y: | - |
