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UBS Call 11.5 DBK 20.12.2024/  CH1251045469  /

Frankfurt Zert./UBS
5/31/2024  7:34:27 PM Chg.-0.220 Bid9:52:47 PM Ask9:52:47 PM Underlying Strike price Expiration date Option type
4.250EUR -4.92% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BANK AG NA ... 11.50 - 12/20/2024 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: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
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: 4.420
High: 4.420
Low: 4.050
Previous Close: 4.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.77%
1 Month  
+8.97%
3 Months  
+117.95%
YTD  
+106.31%
1 Year  
+260.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.700 4.250
1M High / 1M Low: 4.740 3.900
6M High / 6M Low: 5.370 1.420
High (YTD): 4/26/2024 5.370
Low (YTD): 2/9/2024 1.420
52W High: 4/26/2024 5.370
52W Low: 10/24/2023 0.770
Avg. price 1W:   4.496
Avg. volume 1W:   0.000
Avg. price 1M:   4.518
Avg. volume 1M:   0.000
Avg. price 6M:   2.783
Avg. volume 6M:   0.000
Avg. price 1Y:   1.934
Avg. volume 1Y:   0.000
Volatility 1M:   58.81%
Volatility 6M:   99.97%
Volatility 1Y:   99.31%
Volatility 3Y:   -