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UBS Call 13.7 CBK 17.06.2024/  CH1251052101  /

Frankfurt Zert./UBS
2024-05-31  7:28:24 PM Chg.-0.190 Bid7:57:55 PM Ask7:57:55 PM Underlying Strike price Expiration date Option type
1.860EUR -9.27% 1.860
Bid Size: 2,500		 1.890
Ask Size: 2,500		 COMMERZBANK AG 13.70 - 2024-06-17 Call
 

Master data

WKN: UL1XZF
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 13.70 -
Maturity: 2024-06-17
Issue date: 2023-02-21
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.01
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 1.84
Implied volatility: 0.49
Historic volatility: 0.29
Parity: 1.84
Time value: 0.10
Break-even: 15.64
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 1.57%
Delta: 0.90
Theta: -0.01
Omega: 7.22
Rho: 0.01
 

Quote data

Open: 1.960
High: 1.960
Low: 1.750
Previous Close: 2.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.53%
1 Month  
+165.71%
3 Months  
+2806.25%
YTD  
+816.26%
1 Year  
+389.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.050 1.740
1M High / 1M Low: 2.050 0.680
6M High / 6M Low: 2.050 0.051
High (YTD): 2024-05-30 2.050
Low (YTD): 2024-03-04 0.051
52W High: 2024-05-30 2.050
52W Low: 2024-03-04 0.051
Avg. price 1W:   1.924
Avg. volume 1W:   0.000
Avg. price 1M:   1.435
Avg. volume 1M:   0.000
Avg. price 6M:   0.469
Avg. volume 6M:   0.000
Avg. price 1Y:   0.430
Avg. volume 1Y:   0.000
Volatility 1M:   281.38%
Volatility 6M:   257.39%
Volatility 1Y:   235.36%
Volatility 3Y:   -