UBS Call 11.5 DBK 20.12.2024
/ CH1251045469
UBS Call 11.5 DBK 20.12.2024/ CH1251045469 /
| 2024-05-31 9:52:51 PM |
Chg.-0.130 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.310EUR |
-2.93% |
-
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: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.22 |
| Intrinsic value: |
3.93 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.26 |
| Parity: |
3.93 |
| Time value: |
0.57 |
| Break-even: |
16.00 |
| Moneyness: |
1.34 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
1.35% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
3.01 |
| Rho: |
0.05 |
Quote data
| Open: |
4.450 |
| High: |
4.450 |
| Low: |
4.050 |
| Previous Close: |
4.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.69% |
| 1 Month |
|
|
+11.08% |
| 3 Months |
|
|
+130.48% |
| YTD |
|
|
+109.22% |
| 1 Year |
|
|
+278.07% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.720 |
4.380 |
| 1M High / 1M Low: |
4.750 |
3.880 |
| 6M High / 6M Low: |
5.360 |
1.420 |
| High (YTD): |
2024-04-26 |
5.360 |
| Low (YTD): |
2024-02-09 |
1.420 |
| 52W High: |
2024-04-26 |
5.360 |
| 52W Low: |
2023-10-24 |
0.780 |
| Avg. price 1W: |
|
4.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.766 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.920 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
56.85% |
| Volatility 6M: |
|
101.15% |
| Volatility 1Y: |
|
99.79% |
| Volatility 3Y: |
|
- |
