UBS Call 13.5 CBK 17.06.2024
/ CH1251052085
UBS Call 13.5 CBK 17.06.2024/ CH1251052085 /
2024-05-31 7:32:37 PM |
Chg.-0.190 |
Bid7:57:56 PM |
Ask7:57:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.050EUR |
-8.48% |
2.050 Bid Size: 2,500 |
2.080 Ask Size: 2,500 |
COMMERZBANK AG |
13.50 - |
2024-06-17 |
Call |
Master data
WKN: |
UL11GS |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
COMMERZBANK AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.50 - |
Maturity: |
2024-06-17 |
Issue date: |
2023-02-21 |
Last trading day: |
2024-06-14 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.06 |
Intrinsic value: |
2.04 |
Implied volatility: |
0.53 |
Historic volatility: |
0.29 |
Parity: |
2.04 |
Time value: |
0.10 |
Break-even: |
15.64 |
Moneyness: |
1.15 |
Premium: |
0.01 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.03 |
Spread %: |
1.42% |
Delta: |
0.91 |
Theta: |
-0.01 |
Omega: |
6.59 |
Rho: |
0.01 |
Quote data
Open: |
2.150 |
High: |
2.150 |
Low: |
1.940 |
Previous Close: |
2.240 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.39% |
1 Month |
|
|
+153.09% |
3 Months |
|
|
+2633.33% |
YTD |
|
|
+857.94% |
1 Year |
|
|
+400.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.250 |
1.930 |
1M High / 1M Low: |
2.250 |
0.800 |
6M High / 6M Low: |
2.250 |
0.061 |
High (YTD): |
2024-05-28 |
2.250 |
Low (YTD): |
2024-03-04 |
0.061 |
52W High: |
2024-05-28 |
2.250 |
52W Low: |
2024-03-04 |
0.061 |
Avg. price 1W: |
|
2.116 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.597 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.528 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.475 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
261.29% |
Volatility 6M: |
|
250.87% |
Volatility 1Y: |
|
226.82% |
Volatility 3Y: |
|
- |