UBS Call 10.3 CBK 17.06.2024
/ CH1244001637
UBS Call 10.3 CBK 17.06.2024/ CH1244001637 /
| 2024-06-06 9:03:17 AM |
Chg.-0.05 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.51EUR |
-1.10% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.53 |
| Intrinsic value: |
4.52 |
| Implied volatility: |
1.12 |
| Historic volatility: |
0.29 |
| Parity: |
4.52 |
| Time value: |
0.04 |
| Break-even: |
14.86 |
| Moneyness: |
1.44 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.66% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
3.17 |
| Rho: |
0.00 |
Quote data
| Open: |
4.51 |
| High: |
4.51 |
| Low: |
4.51 |
| Previous Close: |
4.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.01% |
| 1 Month |
|
|
+19.31% |
| 3 Months |
|
|
+355.56% |
| YTD |
|
|
+260.80% |
| 1 Year |
|
|
+217.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.37 |
4.51 |
| 1M High / 1M Low: |
5.39 |
3.78 |
| 6M High / 6M Low: |
5.39 |
0.80 |
| High (YTD): |
2024-05-22 |
5.39 |
| Low (YTD): |
2024-02-08 |
0.80 |
| 52W High: |
2024-05-22 |
5.39 |
| 52W Low: |
2023-09-07 |
0.76 |
| Avg. price 1W: |
|
4.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.88 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
83.18% |
| Volatility 6M: |
|
134.76% |
| Volatility 1Y: |
|
140.13% |
| Volatility 3Y: |
|
- |
