UBSW Unknown/ CH1251051996 /
| 2024-06-03 12:58:55 PM | Chg.-0.210 | Bid12:58:55 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.790EUR | -7.00% | 2.790 Bid Size: 25,000 |
- Ask Size: - |
COMMERZBANK AG | 12.60 - | 2024-06-17 | Call |
Master data
| WKN: | UL1RGR |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | COMMERZBANK AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.60 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2023-02-21 |
| Last trading day: | 2024-06-14 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.96 |
|---|---|
| Intrinsic value: | 2.94 |
| Implied volatility: | 0.76 |
| Historic volatility: | 0.29 |
| Parity: | 2.94 |
| Time value: | 0.09 |
| Break-even: | 15.63 |
| Moneyness: | 1.23 |
| Premium: | 0.01 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.03 |
| Spread %: | 1.00% |
| Delta: | 0.93 |
| Theta: | -0.01 |
| Omega: | 4.79 |
| Rho: | 0.00 |
Quote data
| Open: | 2.750 |
|---|---|
| High: | 2.920 |
| Low: | 2.680 |
| Previous Close: | 3.000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.00% | ||
|---|---|---|---|
| 1 Month | +96.48% | ||
| 3 Months | +1622.22% | ||
| YTD | +654.05% | ||
| 1 Year | +365.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.120 | 2.830 |
|---|---|---|
| 1M High / 1M Low: | 3.120 | 1.420 |
| 6M High / 6M Low: | 3.120 | 0.134 |
| High (YTD): | 2024-05-30 | 3.120 |
| Low (YTD): | 2024-03-04 | 0.134 |
| 52W High: | 2024-05-30 | 3.120 |
| 52W Low: | 2024-03-04 | 0.134 |
| Avg. price 1W: | 3.014 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 2.435 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.864 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.732 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 173.09% | |
| Volatility 6M: | 227.99% | |
| Volatility 1Y: | 205.04% | |
| Volatility 3Y: | - |
