UBS Call 14.75 DBK 17.06.2024
/ DE000UM3VMN7
UBS Call 14.75 DBK 17.06.2024/ DE000UM3VMN7 /
| 5/17/2024 9:27:13 AM |
Chg.-0.070 |
Bid9:41:20 AM |
Ask9:38:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
-6.60% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
14.75 - |
6/17/2024 |
Call |
Master data
| WKN: |
UM3VMN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.75 - |
| Maturity: |
6/17/2024 |
| Issue date: |
3/26/2024 |
| Last trading day: |
5/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.26 |
| Parity: |
0.55 |
| Time value: |
0.44 |
| Break-even: |
15.74 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
3.45 |
| Spread abs.: |
0.02 |
| Spread %: |
2.06% |
| Delta: |
0.65 |
| Theta: |
-0.05 |
| Omega: |
10.04 |
| Rho: |
0.00 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-15.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.310 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
