UBS Call 11.7 CBK 17.06.2024
/ CH1244001777
UBS Call 11.7 CBK 17.06.2024/ CH1244001777 /
07/06/2024 09:13:09 |
Chg.+0.47 |
Bid22:00:14 |
Ask22:00:14 |
Underlying |
Strike price |
Expiration date |
Option type |
3.59EUR |
+15.06% |
- Bid Size: - |
- Ask Size: - |
COMMERZBANK AG |
11.70 - |
17/06/2024 |
Call |
Master data
WKN: |
UL2NS1 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
COMMERZBANK AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.70 - |
Maturity: |
17/06/2024 |
Issue date: |
20/01/2023 |
Last trading day: |
14/06/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.60 |
Intrinsic value: |
3.59 |
Implied volatility: |
- |
Historic volatility: |
0.29 |
Parity: |
3.59 |
Time value: |
-0.34 |
Break-even: |
14.95 |
Moneyness: |
1.31 |
Premium: |
-0.02 |
Premium p.a.: |
-0.55 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
3.59 |
High: |
3.59 |
Low: |
3.59 |
Previous Close: |
3.12 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.80% |
1 Month |
|
|
+47.13% |
3 Months |
|
|
+925.71% |
YTD |
|
|
+488.52% |
1 Year |
|
|
+303.37% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.98 |
3.12 |
1M High / 1M Low: |
4.00 |
2.44 |
6M High / 6M Low: |
4.00 |
0.32 |
High (YTD): |
22/05/2024 |
4.00 |
Low (YTD): |
05/03/2024 |
0.32 |
52W High: |
22/05/2024 |
4.00 |
52W Low: |
05/03/2024 |
0.32 |
Avg. price 1W: |
|
3.50 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.37 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.36 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.11 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
123.24% |
Volatility 6M: |
|
188.81% |
Volatility 1Y: |
|
183.00% |
Volatility 3Y: |
|
- |