UBS Call 12.3 CBK 17.06.2024
/ CH1251039660
UBS Call 12.3 CBK 17.06.2024/ CH1251039660 /
| 2024-05-31 10:09:42 AM |
Chg.+0.05 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.31EUR |
+1.53% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
12.30 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL11GJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.30 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.26 |
| Intrinsic value: |
3.24 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.29 |
| Parity: |
3.24 |
| Time value: |
0.09 |
| Break-even: |
15.63 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
0.91% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
4.38 |
| Rho: |
0.00 |
Quote data
| Open: |
3.31 |
| High: |
3.31 |
| Low: |
3.31 |
| Previous Close: |
3.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.97% |
| 1 Month |
|
|
+133.10% |
| 3 Months |
|
|
+1555.00% |
| YTD |
|
|
+669.77% |
| 1 Year |
|
|
+433.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.43 |
3.26 |
| 1M High / 1M Low: |
3.43 |
1.61 |
| 6M High / 6M Low: |
3.43 |
0.16 |
| High (YTD): |
2024-05-28 |
3.43 |
| Low (YTD): |
2024-03-05 |
0.16 |
| 52W High: |
2024-05-28 |
3.43 |
| 52W Low: |
2024-03-05 |
0.16 |
| Avg. price 1W: |
|
3.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.83 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
155.99% |
| Volatility 6M: |
|
214.97% |
| Volatility 1Y: |
|
202.82% |
| Volatility 3Y: |
|
- |
