UBS Call 11.8 CBK 17.06.2024
/ CH1245943316
UBS Call 11.8 CBK 17.06.2024/ CH1245943316 /
| 2024-05-31 9:54:56 PM |
Chg.-0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.780EUR |
-3.57% |
-
Bid Size: - |
-
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: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.76 |
| Intrinsic value: |
3.74 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.29 |
| Parity: |
3.74 |
| Time value: |
0.08 |
| Break-even: |
15.62 |
| Moneyness: |
1.32 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
0.79% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
3.87 |
| Rho: |
0.00 |
Quote data
| Open: |
3.890 |
| High: |
3.930 |
| Low: |
3.580 |
| Previous Close: |
3.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.07% |
| 1 Month |
|
|
+74.19% |
| 3 Months |
|
|
+1081.25% |
| YTD |
|
|
+563.16% |
| 1 Year |
|
|
+384.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.920 |
3.620 |
| 1M High / 1M Low: |
3.920 |
2.100 |
| 6M High / 6M Low: |
3.920 |
0.270 |
| High (YTD): |
2024-05-30 |
3.920 |
| Low (YTD): |
2024-03-04 |
0.270 |
| 52W High: |
2024-05-30 |
3.920 |
| 52W Low: |
2024-03-04 |
0.270 |
| Avg. price 1W: |
|
3.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.156 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.250 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.035 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
132.79% |
| Volatility 6M: |
|
198.54% |
| Volatility 1Y: |
|
181.72% |
| Volatility 3Y: |
|
- |
