UBS Call 11.4 CBK 17.06.2024
/ CH1244001744
UBS Call 11.4 CBK 17.06.2024/ CH1244001744 /
2024-06-07 9:13:09 AM |
Chg.+0.46 |
Bid2:32:17 PM |
Ask2:32:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.88EUR |
+13.45% |
- Bid Size: - |
- Ask Size: - |
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: |
4.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.90 |
Intrinsic value: |
3.89 |
Implied volatility: |
- |
Historic volatility: |
0.29 |
Parity: |
3.89 |
Time value: |
-0.32 |
Break-even: |
14.97 |
Moneyness: |
1.34 |
Premium: |
-0.02 |
Premium p.a.: |
-0.53 |
Spread abs.: |
0.02 |
Spread %: |
0.56% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
3.88 |
High: |
3.88 |
Low: |
3.88 |
Previous Close: |
3.42 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.35% |
1 Month |
|
|
+42.65% |
3 Months |
|
|
+762.22% |
YTD |
|
|
+446.48% |
1 Year |
|
|
+291.92% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.28 |
3.42 |
1M High / 1M Low: |
4.30 |
2.72 |
6M High / 6M Low: |
4.30 |
0.41 |
High (YTD): |
2024-05-22 |
4.30 |
Low (YTD): |
2024-03-05 |
0.41 |
52W High: |
2024-05-22 |
4.30 |
52W Low: |
2024-03-05 |
0.41 |
Avg. price 1W: |
|
3.80 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.66 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.54 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.25 |
Avg. volume 1Y: |
|
15.69 |
Volatility 1M: |
|
111.81% |
Volatility 6M: |
|
175.75% |
Volatility 1Y: |
|
173.87% |
Volatility 3Y: |
|
- |