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UBS Call 13.9 CBK 17.06.2024/  CH1252609891  /

Frankfurt Zert./UBS
2024-06-03  12:56:39 PM Chg.-0.160 Bid12:58:29 PM Ask- Underlying Strike price Expiration date Option type
1.500EUR -9.64% -
Bid Size: -		 -
Ask Size: -		 COMMERZBANK AG 13.90 - 2024-06-17 Call
 

Master data

WKN: UL2WCC
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 13.90 -
Maturity: 2024-06-17
Issue date: 2023-03-07
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.88
Leverage: Yes

Calculated values

Fair value: 1.67
Intrinsic value: 1.64
Implied volatility: 0.50
Historic volatility: 0.29
Parity: 1.64
Time value: 0.11
Break-even: 15.65
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 1.74%
Delta: 0.88
Theta: -0.01
Omega: 7.85
Rho: 0.00
 

Quote data

Open: 1.420
High: 1.610
Low: 1.420
Previous Close: 1.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.29%
1 Month  
+150.00%
3 Months  
+2677.78%
YTD  
+737.99%
1 Year  
+294.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.860 1.550
1M High / 1M Low: 1.860 0.570
6M High / 6M Low: 1.860 0.043
High (YTD): 2024-05-28 1.860
Low (YTD): 2024-03-04 0.043
52W High: 2024-05-28 1.860
52W Low: 2024-03-04 0.043
Avg. price 1W:   1.730
Avg. volume 1W:   0.000
Avg. price 1M:   1.302
Avg. volume 1M:   0.000
Avg. price 6M:   0.415
Avg. volume 6M:   0.000
Avg. price 1Y:   0.388
Avg. volume 1Y:   0.000
Volatility 1M:   298.90%
Volatility 6M:   266.83%
Volatility 1Y:   240.17%
Volatility 3Y:   -