UBS Call 11.5 DBK 20.12.2024
/ CH1251045469
UBS Call 11.5 DBK 20.12.2024/ CH1251045469 /
| 2024-05-16 3:33:49 PM |
Chg.-0.160 |
Bid3:33:49 PM |
Ask3:33:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.590EUR |
-3.37% |
4.590
Bid Size: 20,000 |
4.610
Ask Size: 20,000 |
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: |
4.740 |
| High: |
4.790 |
| Low: |
4.460 |
| Previous Close: |
4.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.08% |
| 1 Month |
|
|
+32.66% |
| 3 Months |
|
|
+181.60% |
| YTD |
|
|
+122.82% |
| 1 Year |
|
|
+299.13% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.750 |
4.510 |
| 1M High / 1M Low: |
5.360 |
3.460 |
| 6M High / 6M Low: |
5.360 |
1.290 |
| 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: |
|
4.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.319 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.495 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.778 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
140.52% |
| Volatility 6M: |
|
101.78% |
| Volatility 1Y: |
|
100.37% |
| Volatility 3Y: |
|
- |
