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UBS Call 11.6 CBK 17.06.2024/  CH1244001769  /

Frankfurt Zert./UBS
2024-05-31  7:34:27 PM Chg.-0.190 Bid7:57:52 PM Ask7:57:52 PM Underlying Strike price Expiration date Option type
3.930EUR -4.61% 3.930
Bid Size: 2,500		 3.960
Ask Size: 2,500		 COMMERZBANK AG 11.60 - 2024-06-17 Call
 

Master data

WKN: UL2CRQ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 11.60 -
Maturity: 2024-06-17
Issue date: 2023-01-20
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.87
Leverage: Yes

Calculated values

Fair value: 3.96
Intrinsic value: 3.94
Implied volatility: 0.89
Historic volatility: 0.29
Parity: 3.94
Time value: 0.08
Break-even: 15.62
Moneyness: 1.34
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 0.75%
Delta: 0.95
Theta: -0.01
Omega: 3.68
Rho: 0.00
 

Quote data

Open: 4.050
High: 4.050
Low: 3.820
Previous Close: 4.120
Turnover: 391
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.20%
1 Month  
+67.23%
3 Months  
+962.16%
YTD  
+504.62%
1 Year  
+373.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.130 3.820
1M High / 1M Low: 4.130 2.270
6M High / 6M Low: 4.130 0.320
High (YTD): 2024-05-28 4.130
Low (YTD): 2024-03-04 0.320
52W High: 2024-05-28 4.130
52W Low: 2024-03-04 0.320
Avg. price 1W:   3.998
Avg. volume 1W:   20
Avg. price 1M:   3.346
Avg. volume 1M:   4.545
Avg. price 6M:   1.368
Avg. volume 6M:   23.871
Avg. price 1Y:   1.126
Avg. volume 1Y:   11.608
Volatility 1M:   128.51%
Volatility 6M:   184.26%
Volatility 1Y:   174.42%
Volatility 3Y:   -