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UBS Call 10.3 CBK 17.06.2024/  CH1244001637  /

Frankfurt Zert./UBS
2024-05-23  7:38:46 PM Chg.-0.040 Bid7:57:41 PM Ask7:57:41 PM Underlying Strike price Expiration date Option type
5.250EUR -0.76% 5.230
Bid Size: 2,500		 5.260
Ask Size: 2,500		 COMMERZBANK AG 10.30 - 2024-06-17 Call
 

Master data

WKN: UL2MWN
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 10.30 -
Maturity: 2024-06-17
Issue date: 2023-01-20
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.93
Leverage: Yes

Calculated values

Fair value: 5.28
Intrinsic value: 5.25
Implied volatility: 0.85
Historic volatility: 0.29
Parity: 5.25
Time value: 0.06
Break-even: 15.61
Moneyness: 1.51
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 0.57%
Delta: 0.98
Theta: 0.00
Omega: 2.86
Rho: 0.01
 

Quote data

Open: 5.320
High: 5.320
Low: 5.250
Previous Close: 5.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.36%
1 Month  
+46.65%
3 Months  
+458.51%
YTD  
+320.00%
1 Year  
+252.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.320 4.890
1M High / 1M Low: 5.320 3.500
6M High / 6M Low: 5.320 0.840
High (YTD): 2024-05-21 5.320
Low (YTD): 2024-02-08 0.840
52W High: 2024-05-21 5.320
52W Low: 2023-09-07 0.760
Avg. price 1W:   5.196
Avg. volume 1W:   0.000
Avg. price 1M:   4.122
Avg. volume 1M:   0.000
Avg. price 6M:   2.048
Avg. volume 6M:   0.000
Avg. price 1Y:   1.732
Avg. volume 1Y:   0.000
Volatility 1M:   91.75%
Volatility 6M:   140.82%
Volatility 1Y:   138.53%
Volatility 3Y:   -