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UBS Call 10.75 DBK 17.06.2024/  CH1215578043  /

Frankfurt Zert./UBS
2024-05-17  9:35:44 AM Chg.-0.300 Bid9:41:23 AM Ask9:38:51 AM Underlying Strike price Expiration date Option type
4.790EUR -5.89% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BANK AG NA ... 10.75 - 2024-06-17 Call
 

Master data

WKN: UK85WR
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 10.75 -
Maturity: 2024-06-17
Issue date: 2022-10-28
Last trading day: 2024-05-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.10
Leverage: Yes

Calculated values

Fair value: 4.29
Intrinsic value: 4.28
Implied volatility: 2.19
Historic volatility: 0.26
Parity: 4.28
Time value: 0.56
Break-even: 15.59
Moneyness: 1.40
Premium: 0.04
Premium p.a.: 2.07
Spread abs.: 0.02
Spread %: 0.41%
Delta: 0.85
Theta: -0.06
Omega: 2.65
Rho: 0.00
 

Quote data

Open: 4.740
High: 4.790
Low: 4.740
Previous Close: 5.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+5.97%
3 Months  
+125.94%
YTD  
+125.94%
1 Year  
+323.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 5.320 4.790
6M High / 6M Low: 5.910 1.360
High (YTD): 2024-04-26 5.910
Low (YTD): 2024-02-09 1.360
52W High: 2024-04-26 5.910
52W Low: 2023-10-24 0.620
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   5.135
Avg. volume 1M:   0.000
Avg. price 6M:   2.818
Avg. volume 6M:   0.000
Avg. price 1Y:   1.843
Avg. volume 1Y:   0.000
Volatility 1M:   67.17%
Volatility 6M:   116.96%
Volatility 1Y:   121.60%
Volatility 3Y:   -