UBS Call 13.2 CBK 17.06.2024
/ CH1251052051
UBS Call 13.2 CBK 17.06.2024/ CH1251052051 /
| 2024-06-03 10:07:42 AM |
Chg.-0.16 |
Bid1:00:04 PM |
Ask1:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
-6.58% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
13.20 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL17ZG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.20 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.29 |
| Parity: |
2.34 |
| Time value: |
0.10 |
| Break-even: |
15.64 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
1.24% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
5.82 |
| Rho: |
0.00 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.81% |
| 1 Month |
|
|
+86.07% |
| 3 Months |
|
|
+2422.22% |
| YTD |
|
|
+773.08% |
| 1 Year |
|
|
+382.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.53 |
2.37 |
| 1M High / 1M Low: |
2.53 |
0.94 |
| 6M High / 6M Low: |
2.53 |
0.07 |
| High (YTD): |
2024-05-28 |
2.53 |
| Low (YTD): |
2024-03-05 |
0.07 |
| 52W High: |
2024-05-28 |
2.53 |
| 52W Low: |
2024-03-05 |
0.07 |
| Avg. price 1W: |
|
2.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.55 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
223.27% |
| Volatility 6M: |
|
256.66% |
| Volatility 1Y: |
|
231.38% |
| Volatility 3Y: |
|
- |
