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UBS Call 13.75 DBK 20.12.2024/  CH1251045550  /

UBS Investment Bank
2024-06-06  8:05:00 AM Chg.0.000 Bid8:05:00 AM Ask8:05:00 AM Underlying Strike price Expiration date Option type
2.360EUR 0.00% 2.360
Bid Size: 5,000		 2.420
Ask Size: 5,000		 DEUTSCHE BANK AG NA ... 13.75 - 2024-12-20 Call
 

Master data

WKN: UL1XTX
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 13.75 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.18
Leverage: Yes

Calculated values

Fair value: 2.03
Intrinsic value: 1.28
Implied volatility: 0.37
Historic volatility: 0.26
Parity: 1.28
Time value: 1.15
Break-even: 16.18
Moneyness: 1.09
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.06
Spread %: 2.53%
Delta: 0.70
Theta: 0.00
Omega: 4.36
Rho: 0.04
 

Quote data

Open: 2.360
High: 2.360
Low: 2.360
Previous Close: 2.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.94%
1 Month
  -9.23%
3 Months  
+145.83%
YTD  
+120.56%
1 Year  
+223.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.650 2.360
1M High / 1M Low: 2.940 2.360
6M High / 6M Low: 3.510 0.630
High (YTD): 2024-04-26 3.510
Low (YTD): 2024-02-09 0.630
52W High: 2024-04-26 3.510
52W Low: 2023-10-24 0.360
Avg. price 1W:   2.494
Avg. volume 1W:   0.000
Avg. price 1M:   2.732
Avg. volume 1M:   0.000
Avg. price 6M:   1.575
Avg. volume 6M:   0.000
Avg. price 1Y:   1.062
Avg. volume 1Y:   0.000
Volatility 1M:   75.66%
Volatility 6M:   132.45%
Volatility 1Y:   123.16%
Volatility 3Y:   -