UBS Call 11.8 CBK 17.06.2024
/ CH1245943316
UBS Call 11.8 CBK 17.06.2024/ CH1245943316 /
2024-06-07 7:37:28 PM |
Chg.+0.620 |
Bid7:56:40 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.780EUR |
+19.62% |
3.780 Bid Size: 2,500 |
- Ask Size: - |
COMMERZBANK AG |
11.80 - |
2024-06-17 |
Call |
Master data
WKN: |
UL198N |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
COMMERZBANK AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.80 - |
Maturity: |
2024-06-17 |
Issue date: |
2023-01-30 |
Last trading day: |
2024-06-14 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.50 |
Intrinsic value: |
3.49 |
Implied volatility: |
- |
Historic volatility: |
0.29 |
Parity: |
3.49 |
Time value: |
-0.33 |
Break-even: |
14.96 |
Moneyness: |
1.30 |
Premium: |
-0.02 |
Premium p.a.: |
-0.54 |
Spread abs.: |
0.01 |
Spread %: |
0.32% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
3.490 |
High: |
3.810 |
Low: |
3.460 |
Previous Close: |
3.160 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.34% |
1 Month |
|
|
+52.42% |
3 Months |
|
|
+894.74% |
YTD |
|
|
+563.16% |
1 Year |
|
|
+366.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.730 |
3.000 |
1M High / 1M Low: |
3.930 |
2.190 |
6M High / 6M Low: |
3.930 |
0.270 |
High (YTD): |
2024-05-28 |
3.930 |
Low (YTD): |
2024-03-04 |
0.270 |
52W High: |
2024-05-28 |
3.930 |
52W Low: |
2024-03-04 |
0.270 |
Avg. price 1W: |
|
3.340 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.294 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.324 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.073 |
Avg. volume 1Y: |
|
9.375 |
Volatility 1M: |
|
135.23% |
Volatility 6M: |
|
196.20% |
Volatility 1Y: |
|
183.49% |
Volatility 3Y: |
|
- |