UBS Call 11.5 DBK 20.12.2024
/ CH1251045469
UBS Call 11.5 DBK 20.12.2024/ CH1251045469 /
31/05/2024 21:52:51 |
Chg.-0.130 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.310EUR |
-2.93% |
- 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: |
3.43 |
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: |
4.450 |
High: |
4.450 |
Low: |
4.050 |
Previous Close: |
4.440 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.69% |
1 Month |
|
|
+11.08% |
3 Months |
|
|
+130.48% |
YTD |
|
|
+109.22% |
1 Year |
|
|
+278.07% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.720 |
4.380 |
1M High / 1M Low: |
4.750 |
3.880 |
6M High / 6M Low: |
5.360 |
1.420 |
High (YTD): |
26/04/2024 |
5.360 |
Low (YTD): |
09/02/2024 |
1.420 |
52W High: |
26/04/2024 |
5.360 |
52W Low: |
24/10/2023 |
0.780 |
Avg. price 1W: |
|
4.576 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.499 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.766 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.920 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
56.85% |
Volatility 6M: |
|
101.15% |
Volatility 1Y: |
|
99.79% |
Volatility 3Y: |
|
- |