UBSW Unknown/ CH1251052028 /
| 2024-06-03 12:04:58 PM | Chg.-0.080 | Bid12:04:58 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.620EUR | -2.96% | 2.620 Bid Size: 25,000 |
- Ask Size: - |
COMMERZBANK AG | 12.90 - | 2024-06-17 | Call |
Master data
| WKN: | UL1TMX |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | COMMERZBANK AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.90 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2023-02-21 |
| Last trading day: | 2024-06-14 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.66 |
|---|---|
| Intrinsic value: | 2.64 |
| Implied volatility: | 0.69 |
| Historic volatility: | 0.29 |
| Parity: | 2.64 |
| Time value: | 0.09 |
| Break-even: | 15.63 |
| Moneyness: | 1.20 |
| Premium: | 0.01 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.03 |
| Spread %: | 1.11% |
| Delta: | 0.93 |
| Theta: | -0.01 |
| Omega: | 5.28 |
| Rho: | 0.00 |
Quote data
| Open: | 2.450 |
|---|---|
| High: | 2.630 |
| Low: | 2.390 |
| Previous Close: | 2.700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.96% | ||
|---|---|---|---|
| 1 Month | +118.33% | ||
| 3 Months | +1996.00% | ||
| YTD | +745.16% | ||
| 1 Year | +385.19% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.820 | 2.530 |
|---|---|---|
| 1M High / 1M Low: | 2.820 | 1.200 |
| 6M High / 6M Low: | 2.820 | 0.103 |
| High (YTD): | 2024-05-30 | 2.820 |
| Low (YTD): | 2024-03-04 | 0.103 |
| 52W High: | 2024-05-30 | 2.820 |
| 52W Low: | 2024-03-04 | 0.103 |
| Avg. price 1W: | 2.714 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 2.157 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.737 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.635 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 195.59% | |
| Volatility 6M: | 240.55% | |
| Volatility 1Y: | 213.11% | |
| Volatility 3Y: | - |
