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UBS Call 10.9 CBK 17.06.2024/  CH1244001694  /

Frankfurt Zert./UBS
2024-05-17  7:28:03 PM Chg.+0.300 Bid7:44:53 PM Ask7:44:53 PM Underlying Strike price Expiration date Option type
4.600EUR +6.98% 4.630
Bid Size: 2,500		 4.660
Ask Size: 2,500		 COMMERZBANK AG 10.90 - 2024-06-17 Call
 

Master data

WKN: UL2LTL
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 10.90 -
Maturity: 2024-06-17
Issue date: 2023-01-20
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.32
Leverage: Yes

Calculated values

Fair value: 4.60
Intrinsic value: 4.57
Implied volatility: 0.76
Historic volatility: 0.29
Parity: 4.57
Time value: 0.10
Break-even: 15.56
Moneyness: 1.42
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 0.65%
Delta: 0.96
Theta: -0.01
Omega: 3.18
Rho: 0.01
 

Quote data

Open: 4.300
High: 4.650
Low: 4.300
Previous Close: 4.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+45.11%
1 Month  
+86.99%
3 Months  
+538.89%
YTD  
+405.49%
1 Year  
+273.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.600 3.050
1M High / 1M Low: 4.600 2.460
6M High / 6M Low: 4.600 0.570
High (YTD): 2024-05-17 4.600
Low (YTD): 2024-03-04 0.570
52W High: 2024-05-17 4.600
52W Low: 2024-03-04 0.570
Avg. price 1W:   3.914
Avg. volume 1W:   0.000
Avg. price 1M:   3.221
Avg. volume 1M:   0.000
Avg. price 6M:   1.532
Avg. volume 6M:   0.000
Avg. price 1Y:   1.341
Avg. volume 1Y:   0.000
Volatility 1M:   112.44%
Volatility 6M:   159.34%
Volatility 1Y:   154.10%
Volatility 3Y:   -