UBS Call 8.5 CBK 17.06.2024
/ DE000UK91Y38
UBS Call 8.5 CBK 17.06.2024/ DE000UK91Y38 /
2024-06-03 2:32:27 PM |
Chg.+0.010 |
Bid2024-06-03 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.050EUR |
+0.96% |
1.050 Bid Size: 25,000 |
- Ask Size: - |
COMMERZBANK AG |
8.50 EUR |
2024-06-17 |
Call |
Master data
WKN: |
UK91Y3 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
COMMERZBANK AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.50 EUR |
Maturity: |
2024-06-17 |
Issue date: |
2022-12-01 |
Last trading day: |
2024-06-14 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
14.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.05 |
Intrinsic value: |
7.04 |
Implied volatility: |
- |
Historic volatility: |
0.29 |
Parity: |
7.04 |
Time value: |
-5.97 |
Break-even: |
9.57 |
Moneyness: |
1.83 |
Premium: |
-0.38 |
Premium p.a.: |
-1.00 |
Spread abs.: |
0.03 |
Spread %: |
2.88% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.050 |
High: |
1.050 |
Low: |
1.050 |
Previous Close: |
1.040 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.96% |
1 Month |
|
|
+1.94% |
3 Months |
|
|
+19.32% |
YTD |
|
|
+26.51% |
1 Year |
|
|
+72.13% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
1.040 |
1M High / 1M Low: |
1.050 |
1.030 |
6M High / 6M Low: |
1.050 |
0.770 |
High (YTD): |
2024-05-21 |
1.050 |
Low (YTD): |
2024-02-08 |
0.770 |
52W High: |
2024-05-21 |
1.050 |
52W Low: |
2023-09-07 |
0.560 |
Avg. price 1W: |
|
1.040 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.038 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.924 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.814 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
7.77% |
Volatility 6M: |
|
30.77% |
Volatility 1Y: |
|
41.48% |
Volatility 3Y: |
|
- |