UBS Call 9.25 DBK 20.12.2024
/ CH1258242812
UBS Call 9.25 DBK 20.12.2024/ CH1258242812 /
| 31/05/2024 08:40:21 |
Chg.+0.14 |
Bid22:00:24 |
Ask22:00:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.49EUR |
+2.20% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
9.25 - |
20/12/2024 |
Call |
Master data
| WKN: |
UL2CJV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.25 - |
| Maturity: |
20/12/2024 |
| Issue date: |
22/03/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.37 |
| Intrinsic value: |
6.18 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.26 |
| Parity: |
6.18 |
| Time value: |
0.36 |
| Break-even: |
15.79 |
| Moneyness: |
1.67 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
0.93% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
2.22 |
| Rho: |
0.04 |
Quote data
| Open: |
6.49 |
| High: |
6.49 |
| Low: |
6.49 |
| Previous Close: |
6.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.61% |
| 1 Month |
|
|
+8.35% |
| 3 Months |
|
|
+80.28% |
| YTD |
|
|
+80.28% |
| 1 Year |
|
|
+199.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.78 |
6.35 |
| 1M High / 1M Low: |
6.84 |
5.91 |
| 6M High / 6M Low: |
7.36 |
2.80 |
| High (YTD): |
26/04/2024 |
7.36 |
| Low (YTD): |
09/02/2024 |
2.80 |
| 52W High: |
26/04/2024 |
7.36 |
| 52W Low: |
24/10/2023 |
1.63 |
| Avg. price 1W: |
|
6.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.31 |
| Avg. volume 1Y: |
|
16.80 |
| Volatility 1M: |
|
42.85% |
| Volatility 6M: |
|
70.81% |
| Volatility 1Y: |
|
75.45% |
| Volatility 3Y: |
|
- |
