UBS Call 12.8 CBK 17.06.2024
/ CH1251052010
UBS Call 12.8 CBK 17.06.2024/ CH1251052010 /
| 2024-05-31 9:54:53 PM |
Chg.-0.120 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.800EUR |
-4.11% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.900 |
| High: |
2.940 |
| Low: |
2.590 |
| Previous Close: |
2.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.44% |
| 1 Month |
|
|
+118.75% |
| 3 Months |
|
|
+1943.80% |
| YTD |
|
|
+748.48% |
| 1 Year |
|
|
+409.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.920 |
2.630 |
| 1M High / 1M Low: |
2.920 |
1.270 |
| 6M High / 6M Low: |
2.920 |
0.112 |
| High (YTD): |
2024-05-30 |
2.920 |
| Low (YTD): |
2024-03-04 |
0.112 |
| 52W High: |
2024-05-30 |
2.920 |
| 52W Low: |
2024-03-04 |
0.112 |
| Avg. price 1W: |
|
2.814 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.213 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.775 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.665 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
191.53% |
| Volatility 6M: |
|
236.31% |
| Volatility 1Y: |
|
210.09% |
| Volatility 3Y: |
|
- |
