UBS Call 13.5 DBK 17.06.2024
/ CH1244004516
UBS Call 13.5 DBK 17.06.2024/ CH1244004516 /
| 17/05/2024 09:14:58 |
Chg.- |
Bid22:00:15 |
Ask22:00:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.15EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
13.50 - |
17/06/2024 |
Call |
Master data
| WKN: |
UL2N0L |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 - |
| Maturity: |
17/06/2024 |
| Issue date: |
20/01/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
1.24 |
| Historic volatility: |
0.26 |
| Parity: |
1.80 |
| Time value: |
0.34 |
| Break-even: |
15.64 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
2.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.79 |
| Theta: |
-0.05 |
| Omega: |
5.67 |
| Rho: |
0.00 |
Quote data
| Open: |
2.15 |
| High: |
2.15 |
| Low: |
2.15 |
| Previous Close: |
2.34 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-12.96% |
| 3 Months |
|
|
+305.66% |
| YTD |
|
|
+270.69% |
| 1 Year |
|
|
+437.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.59 |
2.15 |
| 6M High / 6M Low: |
3.20 |
0.24 |
| High (YTD): |
26/04/2024 |
3.20 |
| Low (YTD): |
09/02/2024 |
0.24 |
| 52W High: |
26/04/2024 |
3.20 |
| 52W Low: |
24/10/2023 |
0.15 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.59 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
126.17% |
| Volatility 6M: |
|
237.58% |
| Volatility 1Y: |
|
200.27% |
| Volatility 3Y: |
|
- |
