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UBS Call 14 DBK 20.12.2024/  CH1251045568  /

Frankfurt Zert./UBS
2024-06-06  8:38:45 AM Chg.+0.010 Bid8:45:43 AM Ask8:45:43 AM Underlying Strike price Expiration date Option type
2.200EUR +0.46% 2.210
Bid Size: 5,000		 2.270
Ask Size: 5,000		 DEUTSCHE BANK AG NA ... 14.00 - 2024-12-20 Call
 

Master data

WKN: UL1W03
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.65
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 1.03
Implied volatility: 0.36
Historic volatility: 0.26
Parity: 1.03
Time value: 1.23
Break-even: 16.26
Moneyness: 1.07
Premium: 0.08
Premium p.a.: 0.16
Spread abs.: 0.06
Spread %: 2.73%
Delta: 0.68
Theta: 0.00
Omega: 4.54
Rho: 0.04
 

Quote data

Open: 2.200
High: 2.200
Low: 2.200
Previous Close: 2.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.35%
1 Month
  -8.33%
3 Months  
+150.00%
YTD  
+120.00%
1 Year  
+243.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.510 2.190
1M High / 1M Low: 2.750 2.190
6M High / 6M Low: 3.350 0.580
High (YTD): 2024-04-26 3.350
Low (YTD): 2024-02-09 0.580
52W High: 2024-04-26 3.350
52W Low: 2023-10-24 0.330
Avg. price 1W:   2.312
Avg. volume 1W:   0.000
Avg. price 1M:   2.555
Avg. volume 1M:   0.000
Avg. price 6M:   1.467
Avg. volume 6M:   0.000
Avg. price 1Y:   0.988
Avg. volume 1Y:   234.375
Volatility 1M:   81.58%
Volatility 6M:   133.96%
Volatility 1Y:   125.69%
Volatility 3Y:   -