UBS Call 13.1 CBK 17.06.2024
/ CH1251052044
UBS Call 13.1 CBK 17.06.2024/ CH1251052044 /
| 2024-06-03 10:07:42 AM |
Chg.-0.15 |
Bid12:27:35 PM |
Ask12:27:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.37EUR |
-5.95% |
2.35
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: |
2.37 |
| High: |
2.37 |
| Low: |
2.37 |
| Previous Close: |
2.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.58% |
| 1 Month |
|
|
+83.72% |
| 3 Months |
|
|
+2270.00% |
| YTD |
|
|
+777.78% |
| 1 Year |
|
|
+383.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.63 |
2.47 |
| 1M High / 1M Low: |
2.63 |
1.01 |
| 6M High / 6M Low: |
2.63 |
0.08 |
| High (YTD): |
2024-05-28 |
2.63 |
| Low (YTD): |
2024-03-05 |
0.08 |
| 52W High: |
2024-05-28 |
2.63 |
| 52W Low: |
2024-03-05 |
0.08 |
| Avg. price 1W: |
|
2.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.58 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
213.11% |
| Volatility 6M: |
|
246.09% |
| Volatility 1Y: |
|
226.70% |
| Volatility 3Y: |
|
- |
