UBS Call 14 DBK 20.12.2024
/ CH1251045568
UBS Call 14 DBK 20.12.2024/ CH1251045568 /
| 2024-05-31 9:52:43 PM |
Chg.-0.110 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.370EUR |
-4.44% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.19 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.26 |
| Parity: |
1.43 |
| Time value: |
1.11 |
| Break-even: |
16.54 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
2.42% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
4.37 |
| Rho: |
0.05 |
Quote data
| Open: |
2.490 |
| High: |
2.490 |
| Low: |
2.170 |
| Previous Close: |
2.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.87% |
| 1 Month |
|
|
+12.32% |
| 3 Months |
|
|
+178.82% |
| YTD |
|
|
+139.39% |
| 1 Year |
|
|
+288.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.700 |
2.370 |
| 1M High / 1M Low: |
2.760 |
2.100 |
| 6M High / 6M Low: |
3.330 |
0.570 |
| High (YTD): |
2024-04-26 |
3.330 |
| Low (YTD): |
2024-02-09 |
0.570 |
| 52W High: |
2024-04-26 |
3.330 |
| 52W Low: |
2023-10-24 |
0.340 |
| Avg. price 1W: |
|
2.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.563 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.431 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.968 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
85.14% |
| Volatility 6M: |
|
135.15% |
| Volatility 1Y: |
|
125.49% |
| Volatility 3Y: |
|
- |
