UBS Call 14.5 DBK 17.06.2024
/ CH1245949685
UBS Call 14.5 DBK 17.06.2024/ CH1245949685 /
| 17/05/2024 09:40:41 |
Chg.-0.120 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
-9.02% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
14.50 - |
17/06/2024 |
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: |
17/06/2024 |
| Issue date: |
30/01/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.26 |
| Parity: |
0.78 |
| Time value: |
0.44 |
| Break-even: |
15.72 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
4.62 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.68 |
| Theta: |
-0.06 |
| Omega: |
8.56 |
| Rho: |
0.00 |
Quote data
| Open: |
1.130 |
| High: |
1.270 |
| Low: |
1.130 |
| Previous Close: |
1.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-15.38% |
| 3 Months |
|
|
+365.38% |
| YTD |
|
|
+218.42% |
| 1 Year |
|
|
+348.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.590 |
1.210 |
| 6M High / 6M Low: |
2.200 |
0.119 |
| High (YTD): |
26/04/2024 |
2.200 |
| Low (YTD): |
21/02/2024 |
0.119 |
| 52W High: |
26/04/2024 |
2.200 |
| 52W Low: |
24/10/2023 |
0.100 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.412 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.542 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.348 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
217.97% |
| Volatility 6M: |
|
283.80% |
| Volatility 1Y: |
|
229.52% |
| Volatility 3Y: |
|
- |
