UBS Call 12.2 CBK 17.06.2024
/ CH1251039652
UBS Call 12.2 CBK 17.06.2024/ CH1251039652 /
| 2024-05-31 9:54:56 PM |
Chg.-0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.390EUR |
-3.97% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.500 |
| High: |
3.530 |
| Low: |
3.190 |
| Previous Close: |
3.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.31% |
| 1 Month |
|
|
+90.45% |
| 3 Months |
|
|
+1393.39% |
| YTD |
|
|
+636.96% |
| 1 Year |
|
|
+405.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.530 |
3.220 |
| 1M High / 1M Low: |
3.530 |
1.750 |
| 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: |
|
3.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.773 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.042 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.872 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
153.27% |
| Volatility 6M: |
|
211.23% |
| Volatility 1Y: |
|
191.45% |
| Volatility 3Y: |
|
- |
