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UBS Call 12.5 CBK 17.06.2024/  CH1251051988  /

Frankfurt Zert./UBS
2024-05-31  7:37:06 PM Chg.-0.190 Bid7:57:55 PM Ask7:57:55 PM Underlying Strike price Expiration date Option type
3.040EUR -5.88% 3.040
Bid Size: 2,500		 3.070
Ask Size: 2,500		 COMMERZBANK AG 12.50 - 2024-06-17 Call
 

Master data

WKN: UL1657
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 12.50 -
Maturity: 2024-06-17
Issue date: 2023-02-21
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.96
Leverage: Yes

Calculated values

Fair value: 3.06
Intrinsic value: 3.04
Implied volatility: 0.72
Historic volatility: 0.29
Parity: 3.04
Time value: 0.09
Break-even: 15.63
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 0.97%
Delta: 0.94
Theta: -0.01
Omega: 4.65
Rho: 0.01
 

Quote data

Open: 3.150
High: 3.150
Low: 2.920
Previous Close: 3.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.80%
1 Month  
+79.88%
3 Months  
+1627.27%
YTD  
+679.49%
1 Year  
+415.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.230 2.930
1M High / 1M Low: 3.230 1.490
6M High / 6M Low: 3.230 0.144
High (YTD): 2024-05-30 3.230
Low (YTD): 2024-03-04 0.144
52W High: 2024-05-30 3.230
52W Low: 2024-03-04 0.144
Avg. price 1W:   3.106
Avg. volume 1W:   0.000
Avg. price 1M:   2.488
Avg. volume 1M:   0.000
Avg. price 6M:   0.904
Avg. volume 6M:   0.000
Avg. price 1Y:   0.763
Avg. volume 1Y:   0.000
Volatility 1M:   175.42%
Volatility 6M:   222.24%
Volatility 1Y:   202.77%
Volatility 3Y:   -