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UBS Call 13.6 CBK 17.06.2024/  CH1251052093  /

Frankfurt Zert./UBS
2024-05-31  7:34:31 PM Chg.-0.190 Bid7:52:25 PM Ask7:52:25 PM Underlying Strike price Expiration date Option type
1.950EUR -8.88% 1.950
Bid Size: 2,500		 1.980
Ask Size: 2,500		 COMMERZBANK AG 13.60 - 2024-06-17 Call
 

Master data

WKN: UL13MY
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 13.60 -
Maturity: 2024-06-17
Issue date: 2023-02-21
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.62
Leverage: Yes

Calculated values

Fair value: 1.97
Intrinsic value: 1.94
Implied volatility: 0.51
Historic volatility: 0.29
Parity: 1.94
Time value: 0.10
Break-even: 15.64
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 1.49%
Delta: 0.91
Theta: -0.01
Omega: 6.89
Rho: 0.01
 

Quote data

Open: 2.050
High: 2.050
Low: 1.840
Previous Close: 2.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.70%
1 Month  
+160.00%
3 Months  
+2726.09%
YTD  
+842.03%
1 Year  
+400.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.160 1.850
1M High / 1M Low: 2.160 0.730
6M High / 6M Low: 2.160 0.056
High (YTD): 2024-05-28 2.160
Low (YTD): 2024-03-04 0.056
52W High: 2024-05-28 2.160
52W Low: 2024-03-04 0.056
Avg. price 1W:   2.022
Avg. volume 1W:   0.000
Avg. price 1M:   1.514
Avg. volume 1M:   0.000
Avg. price 6M:   0.498
Avg. volume 6M:   0.000
Avg. price 1Y:   0.452
Avg. volume 1Y:   0.000
Volatility 1M:   273.20%
Volatility 6M:   255.21%
Volatility 1Y:   227.91%
Volatility 3Y:   -