UBS Call 11.5 DBK 20.12.2024
/ CH1251045469
UBS Call 11.5 DBK 20.12.2024/ CH1251045469 /
| 05/06/2024 21:54:22 |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.100EUR |
0.00% |
-
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: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.83 |
| Intrinsic value: |
3.53 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.26 |
| Parity: |
3.53 |
| Time value: |
0.63 |
| Break-even: |
15.66 |
| Moneyness: |
1.31 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
1.46% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
3.09 |
| Rho: |
0.05 |
Quote data
| Open: |
4.130 |
| High: |
4.190 |
| Low: |
3.930 |
| Previous Close: |
4.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.39% |
| 1 Month |
|
|
+0.99% |
| 3 Months |
|
|
+102.97% |
| YTD |
|
|
+99.03% |
| 1 Year |
|
|
+233.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.440 |
4.100 |
| 1M High / 1M Low: |
4.750 |
4.100 |
| 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: |
|
4.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.830 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.955 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
55.81% |
| Volatility 6M: |
|
101.64% |
| Volatility 1Y: |
|
99.36% |
| Volatility 3Y: |
|
- |
