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UBS Call 10 DBK 20.12.2024/  CH1258242267  /

Frankfurt Zert./UBS
2024-06-05  7:31:49 PM Chg.0.000 Bid9:54:26 PM Ask9:54:26 PM Underlying Strike price Expiration date Option type
5.420EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BANK AG NA ... 10.00 - 2024-12-20 Call
 

Master data

WKN: UL2F1H
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 2024-12-20
Issue date: 2023-03-22
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.73
Leverage: Yes

Calculated values

Fair value: 5.23
Intrinsic value: 5.03
Implied volatility: 0.50
Historic volatility: 0.26
Parity: 5.03
Time value: 0.47
Break-even: 15.50
Moneyness: 1.50
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 1.10%
Delta: 0.91
Theta: 0.00
Omega: 2.48
Rho: 0.04
 

Quote data

Open: 5.470
High: 5.510
Low: 5.270
Previous Close: 5.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.87%
1 Month
  -4.41%
3 Months  
+77.70%
YTD  
+77.70%
1 Year  
+191.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.820 5.420
1M High / 1M Low: 6.110 5.420
6M High / 6M Low: 6.750 2.310
High (YTD): 2024-04-26 6.750
Low (YTD): 2024-02-09 2.310
52W High: 2024-04-26 6.750
52W Low: 2023-10-24 1.280
Avg. price 1W:   5.576
Avg. volume 1W:   0.000
Avg. price 1M:   5.875
Avg. volume 1M:   0.000
Avg. price 6M:   3.970
Avg. volume 6M:   0.000
Avg. price 1Y:   2.841
Avg. volume 1Y:   0.000
Volatility 1M:   43.96%
Volatility 6M:   81.77%
Volatility 1Y:   82.97%
Volatility 3Y:   -