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UBS Call 14.5 DBK 17.06.2024/  CH1245949685  /

Frankfurt Zert./UBS
2024-05-16  10:18:47 AM Chg.-0.220 Bid11:11:11 AM Ask11:11:11 AM Underlying Strike price Expiration date Option type
1.360EUR -13.92% 1.330
Bid Size: 20,000		 1.350
Ask Size: 20,000		 DEUTSCHE BANK AG NA ... 14.50 - 2024-06-17 Call
 

Master data

WKN: UL1LQH
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 14.50 -
Maturity: 2024-06-17
Issue date: 2023-01-30
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.73
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.56
Implied volatility: 0.26
Historic volatility: 0.26
Parity: 1.56
Time value: 0.09
Break-even: 16.15
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 3.77%
Delta: 0.92
Theta: 0.00
Omega: 8.96
Rho: 0.01
 

Quote data

Open: 1.580
High: 1.580
Low: 1.360
Previous Close: 1.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.72%
1 Month  
+102.99%
3 Months  
+837.93%
YTD  
+257.89%
1 Year  
+338.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.580 1.360
1M High / 1M Low: 2.220 0.670
6M High / 6M Low: 2.220 0.117
High (YTD): 2024-04-26 2.220
Low (YTD): 2024-02-20 0.117
52W High: 2024-04-26 2.220
52W Low: 2023-10-24 0.098
Avg. price 1W:   1.480
Avg. volume 1W:   0.000
Avg. price 1M:   1.247
Avg. volume 1M:   0.000
Avg. price 6M:   0.489
Avg. volume 6M:   0.000
Avg. price 1Y:   0.336
Avg. volume 1Y:   0.000
Volatility 1M:   400.81%
Volatility 6M:   261.58%
Volatility 1Y:   222.29%
Volatility 3Y:   -