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UBS Call 11.5 DBK 20.12.2024/  CH1251045469  /

Frankfurt Zert./UBS
2024-05-16  7:32:17 PM Chg.-0.230 Bid9:22:53 PM Ask9:22:53 PM Underlying Strike price Expiration date Option type
4.510EUR -4.85% 4.500
Bid Size: 5,000		 4.560
Ask Size: 5,000		 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: 3.34
Leverage: Yes

Calculated values

Fair value: 4.86
Intrinsic value: 4.56
Implied volatility: -
Historic volatility: 0.26
Parity: 4.56
Time value: 0.25
Break-even: 16.31
Moneyness: 1.40
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.06
Spread %: 1.26%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 4.560
High: 4.610
Low: 4.500
Previous Close: 4.740
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.80%
1 Month  
+30.35%
3 Months  
+173.33%
YTD  
+118.93%
1 Year  
+272.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.740 4.520
1M High / 1M Low: 5.370 3.460
6M High / 6M Low: 5.370 1.290
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:   4.636
Avg. volume 1W:   0.000
Avg. price 1M:   4.309
Avg. volume 1M:   0.000
Avg. price 6M:   2.493
Avg. volume 6M:   0.000
Avg. price 1Y:   1.781
Avg. volume 1Y:   0.000
Volatility 1M:   139.31%
Volatility 6M:   100.61%
Volatility 1Y:   100.00%
Volatility 3Y:   -