UBS Call 15.2 CBK 17.06.2024
/ DE000UM5AZJ6
UBS Call 15.2 CBK 17.06.2024/ DE000UM5AZJ6 /
| 2024-06-03 3:21:37 PM |
Chg.-0.150 |
Bid3:21:37 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-25.86% |
0.430
Bid Size: 25,000 |
-
Ask Size: - |
COMMERZBANK AG |
15.20 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UM5AZJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.20 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.29 |
| Parity: |
0.34 |
| Time value: |
0.25 |
| Break-even: |
15.79 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
17.35 |
| Rho: |
0.00 |
Quote data
| Open: |
0.410 |
| High: |
0.520 |
| Low: |
0.370 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.65% |
| 1 Month |
|
|
+92.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.490 |
| 1M High / 1M Low: |
0.710 |
0.178 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.616 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.472 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
395.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
