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UBS Call 12.8 CBK 17.06.2024/  CH1251052010  /

Frankfurt Zert./UBS
2024-05-31  7:29:56 PM Chg.-0.190 Bid7:57:55 PM Ask7:57:55 PM Underlying Strike price Expiration date Option type
2.740EUR -6.48% 2.740
Bid Size: 2,500		 2.770
Ask Size: 2,500		 COMMERZBANK AG 12.80 - 2024-06-17 Call
 

Master data

WKN: UL1PAL
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 12.80 -
Maturity: 2024-06-17
Issue date: 2023-02-21
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.49
Leverage: Yes

Calculated values

Fair value: 2.76
Intrinsic value: 2.74
Implied volatility: 0.66
Historic volatility: 0.29
Parity: 2.74
Time value: 0.09
Break-even: 15.63
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 1.07%
Delta: 0.93
Theta: -0.01
Omega: 5.11
Rho: 0.01
 

Quote data

Open: 2.860
High: 2.860
Low: 2.630
Previous Close: 2.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.53%
1 Month  
+88.97%
3 Months  
+1914.71%
YTD  
+756.25%
1 Year  
+407.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.940 2.620
1M High / 1M Low: 2.940 1.260
6M High / 6M Low: 2.940 0.111
High (YTD): 2024-05-28 2.940
Low (YTD): 2024-03-04 0.111
52W High: 2024-05-28 2.940
52W Low: 2024-03-04 0.111
Avg. price 1W:   2.806
Avg. volume 1W:   0.000
Avg. price 1M:   2.209
Avg. volume 1M:   0.000
Avg. price 6M:   0.777
Avg. volume 6M:   0.000
Avg. price 1Y:   0.665
Avg. volume 1Y:   0.000
Volatility 1M:   198.48%
Volatility 6M:   232.06%
Volatility 1Y:   210.33%
Volatility 3Y:   -