UBS Call 13.7 CBK 17.06.2024
/ CH1251052101
UBS Call 13.7 CBK 17.06.2024/ CH1251052101 /
| 2024-05-31 10:09:57 AM |
Chg.+0.06 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.94EUR |
+3.19% |
-
Bid Size: - |
-
Ask Size: - |
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: |
1.94 |
| High: |
1.94 |
| Low: |
1.94 |
| Previous Close: |
1.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.29% |
| 1 Month |
|
|
+246.43% |
| 3 Months |
|
|
+3133.33% |
| YTD |
|
|
+921.05% |
| 1 Year |
|
|
+410.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.04 |
1.88 |
| 1M High / 1M Low: |
2.04 |
0.66 |
| 6M High / 6M Low: |
2.04 |
0.05 |
| High (YTD): |
2024-05-28 |
2.04 |
| Low (YTD): |
2024-03-05 |
0.05 |
| 52W High: |
2024-05-28 |
2.04 |
| 52W Low: |
2024-03-05 |
0.05 |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.43 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
262.63% |
| Volatility 6M: |
|
277.14% |
| Volatility 1Y: |
|
247.64% |
| Volatility 3Y: |
|
- |
