UBS Call 13.5 CBK 17.06.2024
/ CH1251052085
UBS Call 13.5 CBK 17.06.2024/ CH1251052085 /
| 5/31/2024 10:09:57 AM |
Chg.+0.06 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.13EUR |
+2.90% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
13.50 - |
6/17/2024 |
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: |
6/17/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
6/14/2024 |
| 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: |
2.13 |
| High: |
2.13 |
| Low: |
2.13 |
| Previous Close: |
2.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.39% |
| 1 Month |
|
|
+249.18% |
| 3 Months |
|
|
+2942.86% |
| YTD |
|
|
+868.18% |
| 1 Year |
|
|
+419.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.24 |
2.07 |
| 1M High / 1M Low: |
2.24 |
0.76 |
| 6M High / 6M Low: |
2.24 |
0.05 |
| High (YTD): |
5/28/2024 |
2.24 |
| Low (YTD): |
3/5/2024 |
0.05 |
| 52W High: |
5/28/2024 |
2.24 |
| 52W Low: |
3/5/2024 |
0.05 |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.46 |
| Avg. volume 1Y: |
|
98.04 |
| Volatility 1M: |
|
249.12% |
| Volatility 6M: |
|
268.89% |
| Volatility 1Y: |
|
240.81% |
| Volatility 3Y: |
|
- |
