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UBS Call 10.25 DBK 17.06.2024/  CH1225241822  /

Frankfurt Zert./UBS
5/17/2024  7:35:58 PM Chg.-0.150 Bid9:44:11 PM Ask9:44:11 PM Underlying Strike price Expiration date Option type
5.440EUR -2.68% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BANK AG NA ... 10.25 - 6/17/2024 Call
 

Master data

WKN: UK8M4D
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 10.25 -
Maturity: 6/17/2024
Issue date: 10/18/2022
Last trading day: 6/14/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.77
Leverage: Yes

Calculated values

Fair value: 5.42
Intrinsic value: 5.39
Implied volatility: 1.20
Historic volatility: 0.26
Parity: 5.39
Time value: 0.25
Break-even: 15.89
Moneyness: 1.53
Premium: 0.02
Premium p.a.: 0.22
Spread abs.: 0.06
Spread %: 1.08%
Delta: 0.92
Theta: -0.01
Omega: 2.55
Rho: 0.01
 

Quote data

Open: 5.240
High: 5.440
Low: 5.240
Previous Close: 5.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.89%
1 Month  
+15.25%
3 Months  
+169.31%
YTD  
+115.02%
1 Year  
+265.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.830 5.440
1M High / 1M Low: 6.410 4.720
6M High / 6M Low: 6.410 1.570
High (YTD): 4/26/2024 6.410
Low (YTD): 2/9/2024 1.740
52W High: 4/26/2024 6.410
52W Low: 10/24/2023 0.800
Avg. price 1W:   5.646
Avg. volume 1W:   0.000
Avg. price 1M:   5.441
Avg. volume 1M:   0.000
Avg. price 6M:   3.123
Avg. volume 6M:   0.000
Avg. price 1Y:   2.144
Avg. volume 1Y:   0.000
Volatility 1M:   129.07%
Volatility 6M:   100.43%
Volatility 1Y:   109.06%
Volatility 3Y:   -