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UBS Call 11.5 DBK 20.12.2024/  CH1251045469  /

Frankfurt Zert./UBS
2024-06-05  7:29:54 PM Chg.-0.010 Bid9:54:26 PM Ask9:54:26 PM Underlying Strike price Expiration date Option type
4.080EUR -0.24% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BANK AG NA ... 11.50 - 2024-12-20 Call
 

Master data

WKN: UL11BF
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 11.50 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.61
Leverage: Yes

Calculated values

Fair value: 3.83
Intrinsic value: 3.53
Implied volatility: 0.43
Historic volatility: 0.26
Parity: 3.53
Time value: 0.63
Break-even: 15.66
Moneyness: 1.31
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 1.46%
Delta: 0.86
Theta: 0.00
Omega: 3.09
Rho: 0.05
 

Quote data

Open: 4.130
High: 4.170
Low: 3.940
Previous Close: 4.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.72%
1 Month
  -5.34%
3 Months  
+105.03%
YTD  
+98.06%
1 Year  
+229.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.470 4.080
1M High / 1M Low: 4.740 4.080
6M High / 6M Low: 5.370 1.420
High (YTD): 2024-04-26 5.370
Low (YTD): 2024-02-09 1.420
52W High: 2024-04-26 5.370
52W Low: 2023-10-24 0.770
Avg. price 1W:   4.236
Avg. volume 1W:   0.000
Avg. price 1M:   4.518
Avg. volume 1M:   0.000
Avg. price 6M:   2.844
Avg. volume 6M:   0.000
Avg. price 1Y:   1.968
Avg. volume 1Y:   0.000
Volatility 1M:   53.88%
Volatility 6M:   100.24%
Volatility 1Y:   99.21%
Volatility 3Y:   -