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UBS Call 11.4 CBK 17.06.2024/  CH1244001744  /

Frankfurt Zert./UBS
2024-05-31  7:30:31 PM Chg.-0.190 Bid7:57:52 PM Ask7:57:52 PM Underlying Strike price Expiration date Option type
4.130EUR -4.40% 4.130
Bid Size: 2,500		 4.160
Ask Size: 2,500		 COMMERZBANK AG 11.40 - 2024-06-17 Call
 

Master data

WKN: UL2UND
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 11.40 -
Maturity: 2024-06-17
Issue date: 2023-01-20
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.69
Leverage: Yes

Calculated values

Fair value: 4.16
Intrinsic value: 4.14
Implied volatility: 0.90
Historic volatility: 0.29
Parity: 4.14
Time value: 0.07
Break-even: 15.61
Moneyness: 1.36
Premium: 0.00
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 0.72%
Delta: 0.96
Theta: -0.01
Omega: 3.54
Rho: 0.00
 

Quote data

Open: 4.230
High: 4.230
Low: 4.010
Previous Close: 4.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.82%
1 Month  
+61.96%
3 Months  
+838.64%
YTD  
+481.69%
1 Year  
+364.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.330 4.010
1M High / 1M Low: 4.330 2.460
6M High / 6M Low: 4.330 0.380
High (YTD): 2024-05-28 4.330
Low (YTD): 2024-03-04 0.380
52W High: 2024-05-28 4.330
52W Low: 2024-03-04 0.380
Avg. price 1W:   4.196
Avg. volume 1W:   0.000
Avg. price 1M:   3.541
Avg. volume 1M:   0.000
Avg. price 6M:   1.484
Avg. volume 6M:   0.000
Avg. price 1Y:   1.220
Avg. volume 1Y:   0.000
Volatility 1M:   120.69%
Volatility 6M:   182.23%
Volatility 1Y:   170.53%
Volatility 3Y:   -