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UBS Call 9.5 DBK 20.12.2024/  CH1258242820  /

UBS Investment Bank
2024-06-06  10:34:53 AM Chg.+0.090 Bid10:34:53 AM Ask10:34:53 AM Underlying Strike price Expiration date Option type
5.990EUR +1.53% 5.990
Bid Size: 20,000		 6.010
Ask Size: 20,000		 DEUTSCHE BANK AG NA ... 9.50 - 2024-12-20 Call
 

Master data

WKN: UL2F1F
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 9.50 -
Maturity: 2024-12-20
Issue date: 2023-03-22
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.52
Leverage: Yes

Calculated values

Fair value: 5.70
Intrinsic value: 5.51
Implied volatility: 0.54
Historic volatility: 0.26
Parity: 5.51
Time value: 0.45
Break-even: 15.46
Moneyness: 1.58
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 1.02%
Delta: 0.92
Theta: 0.00
Omega: 2.31
Rho: 0.04
 

Quote data

Open: 5.890
High: 6.010
Low: 5.850
Previous Close: 5.900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.16%
1 Month
  -3.23%
3 Months  
+74.13%
YTD  
+74.64%
1 Year  
+174.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.250 5.900
1M High / 1M Low: 6.600 5.900
6M High / 6M Low: 7.200 2.660
High (YTD): 2024-04-26 7.200
Low (YTD): 2024-02-09 2.660
52W High: 2024-04-26 7.200
52W Low: 2023-10-24 1.520
Avg. price 1W:   6.064
Avg. volume 1W:   0.000
Avg. price 1M:   6.349
Avg. volume 1M:   0.000
Avg. price 6M:   4.386
Avg. volume 6M:   0.000
Avg. price 1Y:   3.181
Avg. volume 1Y:   0.000
Volatility 1M:   39.87%
Volatility 6M:   76.27%
Volatility 1Y:   77.82%
Volatility 3Y:   -