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UBS Call 14.5 DBK 17.06.2024/  CH1245949685  /

EUWAX
2024-05-16  9:29:19 AM Chg.-0.25 Bid2:23:05 PM Ask2:23:05 PM Underlying Strike price Expiration date Option type
1.40EUR -15.15% 1.43
Bid Size: 20,000		 1.45
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: 1.40
High: 1.40
Low: 1.40
Previous Close: 1.65
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.95%
1 Month  
+91.78%
3 Months  
+636.84%
YTD  
+278.38%
1 Year  
+460.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.65 1.47
1M High / 1M Low: 2.32 0.69
6M High / 6M Low: 2.32 0.14
High (YTD): 2024-04-26 2.32
Low (YTD): 2024-02-20 0.14
52W High: 2024-04-26 2.32
52W Low: 2023-10-24 0.10
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
Avg. price 1M:   1.20
Avg. volume 1M:   0.00
Avg. price 6M:   0.49
Avg. volume 6M:   0.00
Avg. price 1Y:   0.34
Avg. volume 1Y:   0.00
Volatility 1M:   614.34%
Volatility 6M:   339.03%
Volatility 1Y:   267.42%
Volatility 3Y:   -