UBS Call 15 CBK 17.06.2024
/ DE000UM5BSB6
UBS Call 15 CBK 17.06.2024/ DE000UM5BSB6 /
| 2024-06-03 2:34:50 PM |
Chg.-0.150 |
Bid2:34:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-20.55% |
0.580
Bid Size: 25,000 |
-
Ask Size: - |
COMMERZBANK AG |
15.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UM5BSB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.29 |
| Parity: |
0.54 |
| Time value: |
0.20 |
| Break-even: |
15.74 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
15.21 |
| Rho: |
0.00 |
Quote data
| Open: |
0.540 |
| High: |
0.660 |
| Low: |
0.490 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.68% |
| 1 Month |
|
|
+123.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.620 |
| 1M High / 1M Low: |
0.850 |
0.215 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.574 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
378.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
