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UBS Call 12.1 CBK 17.06.2024/  CH1251039645  /

Frankfurt Zert./UBS
2024-05-31  7:33:19 PM Chg.-0.190 Bid7:57:52 PM Ask7:57:52 PM Underlying Strike price Expiration date Option type
3.440EUR -5.23% 3.440
Bid Size: 2,500		 3.470
Ask Size: 2,500		 COMMERZBANK AG 12.10 - 2024-06-17 Call
 

Master data

WKN: UL13N1
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 12.10 -
Maturity: 2024-06-17
Issue date: 2023-02-21
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.43
Leverage: Yes

Calculated values

Fair value: 3.46
Intrinsic value: 3.44
Implied volatility: 0.75
Historic volatility: 0.29
Parity: 3.44
Time value: 0.07
Break-even: 15.61
Moneyness: 1.28
Premium: 0.00
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 0.86%
Delta: 0.95
Theta: -0.01
Omega: 4.22
Rho: 0.00
 

Quote data

Open: 3.540
High: 3.540
Low: 3.330
Previous Close: 3.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.37%
1 Month  
+84.95%
3 Months  
+1292.71%
YTD  
+616.67%
1 Year  
+429.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.630 3.320
1M High / 1M Low: 3.630 1.830
6M High / 6M Low: 3.630 0.207
High (YTD): 2024-05-30 3.630
Low (YTD): 2024-03-04 0.207
52W High: 2024-05-30 3.630
52W Low: 2024-03-04 0.207
Avg. price 1W:   3.502
Avg. volume 1W:   0.000
Avg. price 1M:   2.863
Avg. volume 1M:   0.000
Avg. price 6M:   1.092
Avg. volume 6M:   32
Avg. price 1Y:   0.911
Avg. volume 1Y:   15.625
Volatility 1M:   148.02%
Volatility 6M:   205.93%
Volatility 1Y:   189.07%
Volatility 3Y:   -