UBS Call 15.5 DBK 17.06.2024
/ DE000UM3RAB5
UBS Call 15.5 DBK 17.06.2024/ DE000UM3RAB5 /
07/06/2024 21:54:43 |
Chg.-0.003 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.123EUR |
-2.38% |
- Bid Size: - |
- Ask Size: - |
DEUTSCHE BANK AG NA ... |
15.50 - |
17/06/2024 |
Call |
Master data
WKN: |
UM3RAB |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DEUTSCHE BANK AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.50 - |
Maturity: |
17/06/2024 |
Issue date: |
26/03/2024 |
Last trading day: |
14/06/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
127.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.26 |
Parity: |
-0.20 |
Time value: |
0.12 |
Break-even: |
15.62 |
Moneyness: |
0.99 |
Premium: |
0.02 |
Premium p.a.: |
1.34 |
Spread abs.: |
0.00 |
Spread %: |
-2.44% |
Delta: |
0.36 |
Theta: |
-0.01 |
Omega: |
45.77 |
Rho: |
0.00 |
Quote data
Open: |
0.120 |
High: |
0.201 |
Low: |
0.094 |
Previous Close: |
0.126 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-34.57% |
1 Month |
|
|
-80.78% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.203 |
0.101 |
1M High / 1M Low: |
0.650 |
0.101 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.135 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.381 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
338.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |