UBSW Unknown/ CH1244001751 /
| 2024-06-07 2:32:11 PM | Chg.+0.360 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.810EUR | +10.43% | - Bid Size: - |
- Ask Size: - |
COMMERZBANK AG | 11.50 - | 2024-06-17 | Call |
Master data
| WKN: | UL2E75 |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | COMMERZBANK AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.50 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2023-01-20 |
| Last trading day: | 2024-06-14 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.80 |
|---|---|
| Intrinsic value: | 3.79 |
| Implied volatility: | - |
| Historic volatility: | 0.29 |
| Parity: | 3.79 |
| Time value: | -0.31 |
| Break-even: | 14.98 |
| Moneyness: | 1.33 |
| Premium: | -0.02 |
| Premium p.a.: | -0.52 |
| Spread abs.: | 0.03 |
| Spread %: | 0.87% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 3.730 |
|---|---|
| High: | 3.850 |
| Low: | 3.720 |
| Previous Close: | 3.450 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.62% | ||
|---|---|---|---|
| 1 Month | +41.64% | ||
| 3 Months | +647.06% | ||
| YTD | +460.29% | ||
| 1 Year | +284.85% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.870 | 3.340 |
|---|---|---|
| 1M High / 1M Low: | 4.220 | 2.490 |
| 6M High / 6M Low: | 4.220 | 0.350 |
| High (YTD): | 2024-05-30 | 4.220 |
| Low (YTD): | 2024-03-04 | 0.350 |
| 52W High: | 2024-05-30 | 4.220 |
| 52W Low: | 2024-03-04 | 0.350 |
| Avg. price 1W: | 3.592 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.634 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.525 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.224 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 123.04% | |
| Volatility 6M: | 187.15% | |
| Volatility 1Y: | 174.23% | |
| Volatility 3Y: | - |
