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UBS Call 13.1 CBK 17.06.2024/  CH1251052044  /

Frankfurt Zert./UBS
2024-06-03  12:06:45 PM Chg.-0.030 Bid12:54:51 PM Ask- Underlying Strike price Expiration date Option type
2.420EUR -1.22% 2.280
Bid Size: 25,000		 -
Ask Size: -		 COMMERZBANK AG 13.10 - 2024-06-17 Call
 

Master data

WKN: UL165A
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 13.10 -
Maturity: 2024-06-17
Issue date: 2023-02-21
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.14
Leverage: Yes

Calculated values

Fair value: 2.46
Intrinsic value: 2.44
Implied volatility: 0.64
Historic volatility: 0.29
Parity: 2.44
Time value: 0.09
Break-even: 15.63
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 1.20%
Delta: 0.92
Theta: -0.01
Omega: 5.67
Rho: 0.00
 

Quote data

Open: 2.200
High: 2.420
Low: 2.200
Previous Close: 2.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.20%
1 Month  
+130.48%
3 Months  
+2183.02%
YTD  
+764.29%
1 Year  
+404.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.650 2.330
1M High / 1M Low: 2.650 1.050
6M High / 6M Low: 2.650 0.087
High (YTD): 2024-05-28 2.650
Low (YTD): 2024-03-04 0.087
52W High: 2024-05-28 2.650
52W Low: 2024-03-04 0.087
Avg. price 1W:   2.512
Avg. volume 1W:   0.000
Avg. price 1M:   1.978
Avg. volume 1M:   0.000
Avg. price 6M:   0.663
Avg. volume 6M:   0.000
Avg. price 1Y:   0.578
Avg. volume 1Y:   0.000
Volatility 1M:   219.86%
Volatility 6M:   238.11%
Volatility 1Y:   214.98%
Volatility 3Y:   -