UBS Call 11.5 DBK 20.12.2024/  CH1251045469  /

UBS Investment Bank
31/10/2024  21:50:22 Chg.+0.110 Bid- Ask- Underlying Strike price Expiration date Option type
4.180EUR +2.70% -
Bid Size: -
-
Ask Size: -
DEUTSCHE BANK AG NA ... 11.50 - 20/12/2024 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: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.75
Leverage: Yes

Calculated values

Fair value: 4.05
Intrinsic value: 4.00
Implied volatility: 0.55
Historic volatility: 0.27
Parity: 4.00
Time value: 0.13
Break-even: 15.63
Moneyness: 1.35
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 1.47%
Delta: 0.94
Theta: 0.00
Omega: 3.54
Rho: 0.01
 

Quote data

Open: 4.010
High: 4.330
Low: 3.860
Previous Close: 4.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month
  -1.65%
3 Months  
+27.05%
YTD  
+102.91%
1 Year  
+266.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.440 4.070
1M High / 1M Low: 4.930 4.060
6M High / 6M Low: 4.930 2.040
High (YTD): 26/04/2024 5.360
Low (YTD): 09/02/2024 1.420
52W High: 26/04/2024 5.360
52W Low: 09/11/2023 1.130
Avg. price 1W:   4.298
Avg. volume 1W:   0.000
Avg. price 1M:   4.532
Avg. volume 1M:   0.000
Avg. price 6M:   3.918
Avg. volume 6M:   0.000
Avg. price 1Y:   3.081
Avg. volume 1Y:   0.000
Volatility 1M:   68.20%
Volatility 6M:   102.13%
Volatility 1Y:   101.74%
Volatility 3Y:   -