UBSW Unknown/ CH1251051988 /
| 2024-05-31 9:54:56 PM | Chg.-0.120 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.100EUR | -3.73% | - Bid Size: - |
- Ask Size: - |
COMMERZBANK AG | 12.50 - | 2024-06-17 | Call |
Master data
| WKN: | UL1657 |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | COMMERZBANK AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.50 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2023-02-21 |
| Last trading day: | 2024-06-14 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.06 |
|---|---|
| Intrinsic value: | 3.04 |
| Implied volatility: | 0.72 |
| Historic volatility: | 0.29 |
| Parity: | 3.04 |
| Time value: | 0.09 |
| Break-even: | 15.63 |
| Moneyness: | 1.24 |
| Premium: | 0.01 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.03 |
| Spread %: | 0.97% |
| Delta: | 0.94 |
| Theta: | -0.01 |
| Omega: | 4.65 |
| Rho: | 0.01 |
Quote data
| Open: | 3.200 |
|---|---|
| High: | 3.240 |
| Low: | 2.890 |
| Previous Close: | 3.220 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.21% | ||
|---|---|---|---|
| 1 Month | +103.95% | ||
| 3 Months | +1661.36% | ||
| YTD | +694.87% | ||
| 1 Year | +408.20% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.220 | 2.930 |
|---|---|---|
| 1M High / 1M Low: | 3.220 | 1.500 |
| 6M High / 6M Low: | 3.220 | 0.146 |
| High (YTD): | 2024-05-30 | 3.220 |
| Low (YTD): | 2024-03-04 | 0.146 |
| 52W High: | 2024-05-30 | 3.220 |
| 52W Low: | 2024-03-04 | 0.146 |
| Avg. price 1W: | 3.112 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 2.490 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.906 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.765 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 170.98% | |
| Volatility 6M: | 225.17% | |
| Volatility 1Y: | 201.99% | |
| Volatility 3Y: | - |
