UBS Call 14 CBK 17.06.2024
/ CH1252609909
UBS Call 14 CBK 17.06.2024/ CH1252609909 /
| 2024-06-03 12:44:20 PM |
Chg.-0.190 |
Bid12:44:20 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.420EUR |
-11.80% |
1.420
Bid Size: 25,000 |
-
Ask Size: - |
COMMERZBANK AG |
14.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL3J6T |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-03-07 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.29 |
| Parity: |
1.54 |
| Time value: |
0.11 |
| Break-even: |
15.65 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
1.85% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
8.29 |
| Rho: |
0.00 |
Quote data
| Open: |
1.380 |
| High: |
1.550 |
| Low: |
1.320 |
| Previous Close: |
1.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.88% |
| 1 Month |
|
|
+153.57% |
| 3 Months |
|
|
+2797.96% |
| YTD |
|
|
+750.30% |
| 1 Year |
|
|
+283.78% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
1.470 |
| 1M High / 1M Low: |
1.750 |
0.530 |
| 6M High / 6M Low: |
1.750 |
0.040 |
| High (YTD): |
2024-05-30 |
1.750 |
| Low (YTD): |
2024-03-04 |
0.040 |
| 52W High: |
2024-05-30 |
1.750 |
| 52W Low: |
2024-03-04 |
0.040 |
| Avg. price 1W: |
|
1.640 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.225 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.389 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.368 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
299.04% |
| Volatility 6M: |
|
279.55% |
| Volatility 1Y: |
|
242.08% |
| Volatility 3Y: |
|
- |
