UBSW Unknown/ CH1251052002 /
2024-06-03 12:57:45 PM | Chg.-0.210 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.690EUR | -7.24% | - Bid Size: - |
- Ask Size: - |
COMMERZBANK AG | 12.70 - | 2024-06-17 | Call |
Master data
WKN: | UL1RH3 |
---|---|
Issuer: | UBS AG, LONDON BRANCH |
Currency: | EUR |
Underlying: | COMMERZBANK AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 12.70 - |
Maturity: | 2024-06-17 |
Issue date: | 2023-02-21 |
Last trading day: | 2024-06-14 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.30 |
Leverage: | Yes |
Calculated values
Fair value: | 2.86 |
---|---|
Intrinsic value: | 2.84 |
Implied volatility: | 0.73 |
Historic volatility: | 0.29 |
Parity: | 2.84 |
Time value: | 0.09 |
Break-even: | 15.63 |
Moneyness: | 1.22 |
Premium: | 0.01 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.03 |
Spread %: | 1.03% |
Delta: | 0.93 |
Theta: | -0.01 |
Omega: | 4.94 |
Rho: | 0.00 |
Quote data
Open: | 2.650 |
---|---|
High: | 2.820 |
Low: | 2.580 |
Previous Close: | 2.900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.24% | ||
---|---|---|---|
1 Month | +99.26% | ||
3 Months | +1705.37% | ||
YTD | +668.57% | ||
1 Year | +363.79% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.020 | 2.730 |
---|---|---|
1M High / 1M Low: | 3.020 | 1.350 |
6M High / 6M Low: | 3.020 | 0.123 |
High (YTD): | 2024-05-30 | 3.020 |
Low (YTD): | 2024-03-04 | 0.123 |
52W High: | 2024-05-30 | 3.020 |
52W Low: | 2024-03-04 | 0.123 |
Avg. price 1W: | 2.914 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 2.342 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.818 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.698 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 180.06% | |
Volatility 6M: | 232.96% | |
Volatility 1Y: | 208.03% | |
Volatility 3Y: | - |