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UBS Call 14 DBK 17.06.2024/  CH1244004532  /

Frankfurt Zert./UBS
6/11/2024  12:13:46 PM Chg.-0.320 Bid1:10:53 PM Ask- Underlying Strike price Expiration date Option type
0.970EUR -24.81% 0.930
Bid Size: 20,000		 -
Ask Size: -		 DEUTSCHE BANK AG NA ... 14.00 - 6/17/2024 Call
 

Master data

WKN: UL2PY6
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 6/17/2024
Issue date: 1/20/2023
Last trading day: 6/14/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.75
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 1.28
Implied volatility: 0.39
Historic volatility: 0.26
Parity: 1.28
Time value: 0.02
Break-even: 15.30
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.01
Omega: 11.32
Rho: 0.00
 

Quote data

Open: 1.320
High: 1.320
Low: 0.970
Previous Close: 1.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.16%
1 Month
  -49.48%
3 Months  
+162.16%
YTD  
+106.38%
1 Year  
+193.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.360 1.110
1M High / 1M Low: 2.080 1.110
6M High / 6M Low: 2.700 0.167
High (YTD): 4/26/2024 2.700
Low (YTD): 2/20/2024 0.167
52W High: 4/26/2024 2.700
52W Low: 10/24/2023 0.123
Avg. price 1W:   1.240
Avg. volume 1W:   0.000
Avg. price 1M:   1.584
Avg. volume 1M:   0.000
Avg. price 6M:   0.826
Avg. volume 6M:   0.000
Avg. price 1Y:   0.522
Avg. volume 1Y:   0.000
Volatility 1M:   145.52%
Volatility 6M:   240.12%
Volatility 1Y:   204.50%
Volatility 3Y:   -