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UBS Call 12.7 CBK 17.06.2024/  CH1251052002  /

Frankfurt Zert./UBS
2024-06-03  10:15:24 AM Chg.-0.070 Bid10:38:21 AM Ask- Underlying Strike price Expiration date Option type
2.760EUR -2.47% 2.750
Bid Size: 25,000		 -
Ask Size: -		 COMMERZBANK AG 12.70 - 2024-06-17 Call
 

Master data

WKN: UL1RH3
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 12.70 -
Maturity: 2024-06-17
Issue date: 2023-02-21
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.30
Leverage: Yes

Calculated values

Fair value: 2.86
Intrinsic value: 2.84
Implied volatility: 0.73
Historic volatility: 0.29
Parity: 2.84
Time value: 0.09
Break-even: 15.63
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 1.03%
Delta: 0.93
Theta: -0.01
Omega: 4.94
Rho: 0.00
 

Quote data

Open: 2.620
High: 2.760
Low: 2.600
Previous Close: 2.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.83%
1 Month  
+105.97%
3 Months  
+1752.35%
YTD  
+688.57%
1 Year  
+392.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.040 2.730
1M High / 1M Low: 3.040 1.340
6M High / 6M Low: 3.040 0.121
High (YTD): 2024-05-28 3.040
Low (YTD): 2024-03-04 0.121
52W High: 2024-05-28 3.040
52W Low: 2024-03-04 0.121
Avg. price 1W:   2.906
Avg. volume 1W:   0.000
Avg. price 1M:   2.339
Avg. volume 1M:   0.000
Avg. price 6M:   0.822
Avg. volume 6M:   0.000
Avg. price 1Y:   0.699
Avg. volume 1Y:   0.000
Volatility 1M:   185.57%
Volatility 6M:   226.07%
Volatility 1Y:   206.64%
Volatility 3Y:   -