UBS Call 10.75 DBK 17.06.2024
/ CH1215578043
UBS Call 10.75 DBK 17.06.2024/ CH1215578043 /
2024-05-17 9:31:38 AM |
Chg.- |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.78EUR |
- |
- 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: |
3.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.63 |
Intrinsic value: |
4.61 |
Implied volatility: |
1.58 |
Historic volatility: |
0.26 |
Parity: |
4.61 |
Time value: |
0.23 |
Break-even: |
15.59 |
Moneyness: |
1.43 |
Premium: |
0.01 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.02 |
Spread %: |
0.41% |
Delta: |
0.91 |
Theta: |
-0.03 |
Omega: |
2.89 |
Rho: |
0.00 |
Quote data
Open: |
4.78 |
High: |
4.78 |
Low: |
4.78 |
Previous Close: |
5.28 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+5.29% |
3 Months |
|
|
+136.63% |
YTD |
|
|
+129.81% |
1 Year |
|
|
+323.01% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
5.44 |
4.61 |
6M High / 6M Low: |
5.90 |
1.36 |
High (YTD): |
2024-04-26 |
5.90 |
Low (YTD): |
2024-02-09 |
1.36 |
52W High: |
2024-04-26 |
5.90 |
52W Low: |
2023-10-24 |
0.62 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
5.15 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.83 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.85 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
92.91% |
Volatility 6M: |
|
122.67% |
Volatility 1Y: |
|
124.23% |
Volatility 3Y: |
|
- |