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UBS Call 12.2 CBK 17.06.2024/  CH1251039652  /

Frankfurt Zert./UBS
2024-05-31  7:30:17 PM Chg.-0.190 Bid7:57:52 PM Ask7:57:52 PM Underlying Strike price Expiration date Option type
3.340EUR -5.38% 3.340
Bid Size: 2,500		 3.370
Ask Size: 2,500		 COMMERZBANK AG 12.20 - 2024-06-17 Call
 

Master data

WKN: UL15SV
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 12.20 -
Maturity: 2024-06-17
Issue date: 2023-02-21
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.53
Leverage: Yes

Calculated values

Fair value: 3.36
Intrinsic value: 3.34
Implied volatility: 0.79
Historic volatility: 0.29
Parity: 3.34
Time value: 0.09
Break-even: 15.63
Moneyness: 1.27
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 0.88%
Delta: 0.94
Theta: -0.01
Omega: 4.26
Rho: 0.00
 

Quote data

Open: 3.440
High: 3.440
Low: 3.220
Previous Close: 3.530
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.47%
1 Month  
+72.16%
3 Months  
+1371.37%
YTD  
+626.09%
1 Year  
+406.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.530 3.210
1M High / 1M Low: 3.530 1.740
6M High / 6M Low: 3.530 0.190
High (YTD): 2024-05-30 3.530
Low (YTD): 2024-03-04 0.190
52W High: 2024-05-30 3.530
52W Low: 2024-03-04 0.190
Avg. price 1W:   3.400
Avg. volume 1W:   0.000
Avg. price 1M:   2.770
Avg. volume 1M:   0.000
Avg. price 6M:   1.051
Avg. volume 6M:   0.000
Avg. price 1Y:   0.874
Avg. volume 1Y:   0.000
Volatility 1M:   158.77%
Volatility 6M:   207.02%
Volatility 1Y:   196.42%
Volatility 3Y:   -