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UBS Call 13.25 DBK 20.12.2024/  CH1251045535  /

UBS Investment Bank
2024-06-06  10:25:18 AM Chg.+0.080 Bid10:25:18 AM Ask10:25:18 AM Underlying Strike price Expiration date Option type
2.790EUR +2.95% 2.790
Bid Size: 20,000		 2.810
Ask Size: 20,000		 DEUTSCHE BANK AG NA ... 13.25 - 2024-12-20 Call
 

Master data

WKN: UL1XU9
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 13.25 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.42
Leverage: Yes

Calculated values

Fair value: 2.36
Intrinsic value: 1.76
Implied volatility: 0.38
Historic volatility: 0.26
Parity: 1.76
Time value: 1.01
Break-even: 16.02
Moneyness: 1.13
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.06
Spread %: 2.21%
Delta: 0.74
Theta: 0.00
Omega: 4.03
Rho: 0.05
 

Quote data

Open: 2.700
High: 2.810
Low: 2.680
Previous Close: 2.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.31%
1 Month
  -5.42%
3 Months  
+144.74%
YTD  
+125.00%
1 Year  
+236.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.010 2.710
1M High / 1M Low: 3.310 2.710
6M High / 6M Low: 3.890 0.760
High (YTD): 2024-04-26 3.890
Low (YTD): 2024-02-09 0.760
52W High: 2024-04-26 3.890
52W Low: 2023-10-24 0.430
Avg. price 1W:   2.846
Avg. volume 1W:   0.000
Avg. price 1M:   3.094
Avg. volume 1M:   0.000
Avg. price 6M:   1.812
Avg. volume 6M:   0.000
Avg. price 1Y:   1.224
Avg. volume 1Y:   0.000
Volatility 1M:   71.01%
Volatility 6M:   125.20%
Volatility 1Y:   117.68%
Volatility 3Y:   -