UBS Call 9.25 DBK 20.12.2024
/ CH1258242812
UBS Call 9.25 DBK 20.12.2024/ CH1258242812 /
| 2024-06-05 9:54:22 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.130EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
9.25 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-03-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.96 |
| Intrinsic value: |
5.78 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.26 |
| Parity: |
5.78 |
| Time value: |
0.41 |
| Break-even: |
15.44 |
| Moneyness: |
1.62 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
0.98% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
2.25 |
| Rho: |
0.04 |
Quote data
| Open: |
6.170 |
| High: |
6.220 |
| Low: |
5.940 |
| Previous Close: |
6.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.52% |
| 1 Month |
|
|
+0.49% |
| 3 Months |
|
|
+66.58% |
| YTD |
|
|
+68.87% |
| 1 Year |
|
|
+174.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.480 |
6.130 |
| 1M High / 1M Low: |
6.850 |
6.130 |
| 6M High / 6M Low: |
7.440 |
2.850 |
| High (YTD): |
2024-04-26 |
7.440 |
| Low (YTD): |
2024-02-09 |
2.850 |
| 52W High: |
2024-04-26 |
7.440 |
| 52W Low: |
2023-10-24 |
1.650 |
| Avg. price 1W: |
|
6.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.605 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.576 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.344 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
39.46% |
| Volatility 6M: |
|
73.27% |
| Volatility 1Y: |
|
75.20% |
| Volatility 3Y: |
|
- |
