UBS Call 11.5 DBK 20.12.2024
/ CH1251045469
UBS Call 11.5 DBK 20.12.2024/ CH1251045469 /
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: |
|
- |