UBS Call 8.5 DBK 17.06.2024
/ CH1225241756
UBS Call 8.5 DBK 17.06.2024/ CH1225241756 /
| 6/14/2024 8:08:25 AM |
Chg.-0.27 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.06EUR |
-4.27% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
8.50 - |
6/17/2024 |
Call |
Master data
| WKN: |
UK8NYJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 - |
| Maturity: |
6/17/2024 |
| Issue date: |
10/18/2022 |
| Last trading day: |
6/14/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.92 |
| Intrinsic value: |
5.91 |
| Implied volatility: |
5.04 |
| Historic volatility: |
0.26 |
| Parity: |
5.91 |
| Time value: |
0.15 |
| Break-even: |
14.56 |
| Moneyness: |
1.70 |
| Premium: |
0.01 |
| Premium p.a.: |
5.29 |
| Spread abs.: |
0.18 |
| Spread %: |
3.06% |
| Delta: |
0.95 |
| Theta: |
-0.15 |
| Omega: |
2.25 |
| Rho: |
0.00 |
Quote data
| Open: |
6.06 |
| High: |
6.06 |
| Low: |
6.06 |
| Previous Close: |
6.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.09% |
| 1 Month |
|
|
-20.16% |
| 3 Months |
|
|
+16.09% |
| YTD |
|
|
+48.53% |
| 1 Year |
|
|
+180.56% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.79 |
6.06 |
| 1M High / 1M Low: |
7.59 |
6.06 |
| 6M High / 6M Low: |
8.13 |
3.27 |
| High (YTD): |
4/26/2024 |
8.13 |
| Low (YTD): |
2/9/2024 |
3.27 |
| 52W High: |
4/26/2024 |
8.13 |
| 52W Low: |
10/24/2023 |
1.76 |
| Avg. price 1W: |
|
6.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.82 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
43.76% |
| Volatility 6M: |
|
67.86% |
| Volatility 1Y: |
|
76.47% |
| Volatility 3Y: |
|
- |
