UBSW Unknown/ CH1244001702 /
| 2024-05-17 9:38:04 PM | Chg.+0.340 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.530EUR | +8.11% | - Bid Size: - |
- Ask Size: - |
COMMERZBANK AG | 11.00 - | 2024-06-17 | Call |
Master data
| WKN: | UL2N90 |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | COMMERZBANK AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.00 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2023-01-20 |
| Last trading day: | 2024-06-14 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.50 |
|---|---|
| Intrinsic value: | 4.47 |
| Implied volatility: | 0.74 |
| Historic volatility: | 0.29 |
| Parity: | 4.47 |
| Time value: | 0.10 |
| Break-even: | 15.56 |
| Moneyness: | 1.41 |
| Premium: | 0.01 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 0.66% |
| Delta: | 0.96 |
| Theta: | -0.01 |
| Omega: | 3.25 |
| Rho: | 0.01 |
Quote data
| Open: | 4.130 |
|---|---|
| High: | 4.570 |
| Low: | 4.130 |
| Previous Close: | 4.190 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +47.08% | ||
|---|---|---|---|
| 1 Month | +91.14% | ||
| 3 Months | +586.36% | ||
| YTD | +414.77% | ||
| 1 Year | +277.50% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.530 | 2.980 |
|---|---|---|
| 1M High / 1M Low: | 4.530 | 2.370 |
| 6M High / 6M Low: | 4.530 | 0.520 |
| High (YTD): | 2024-05-17 | 4.530 |
| Low (YTD): | 2024-03-04 | 0.520 |
| 52W High: | 2024-05-17 | 4.530 |
| 52W Low: | 2024-03-04 | 0.520 |
| Avg. price 1W: | 3.836 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.131 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.471 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.289 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 114.71% | |
| Volatility 6M: | 169.23% | |
| Volatility 1Y: | 159.54% | |
| Volatility 3Y: | - |
