UBS Call 10.4 CBK 17.06.2024
/ CH1244001645
UBS Call 10.4 CBK 17.06.2024/ CH1244001645 /
2024-05-17 9:35:30 AM |
Chg.+0.010 |
Bid9:39:49 AM |
Ask9:38:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
4.800EUR |
+0.21% |
- Bid Size: - |
- Ask Size: - |
COMMERZBANK AG |
10.40 - |
2024-06-17 |
Call |
Master data
WKN: |
UL2N8N |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
COMMERZBANK AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.40 - |
Maturity: |
2024-06-17 |
Issue date: |
2023-01-20 |
Last trading day: |
2024-05-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.18 |
Intrinsic value: |
5.15 |
Implied volatility: |
- |
Historic volatility: |
0.29 |
Parity: |
5.15 |
Time value: |
-0.29 |
Break-even: |
15.26 |
Moneyness: |
1.50 |
Premium: |
-0.02 |
Premium p.a.: |
-0.24 |
Spread abs.: |
0.02 |
Spread %: |
0.41% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
4.800 |
High: |
4.800 |
Low: |
4.800 |
Previous Close: |
4.790 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.21% |
1 Month |
|
|
+37.93% |
3 Months |
|
|
+445.45% |
YTD |
|
|
+303.36% |
1 Year |
|
|
+233.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.800 |
4.790 |
1M High / 1M Low: |
4.800 |
3.390 |
6M High / 6M Low: |
4.800 |
0.790 |
High (YTD): |
2024-05-17 |
4.800 |
Low (YTD): |
2024-02-08 |
0.790 |
52W High: |
2024-05-17 |
4.800 |
52W Low: |
2023-09-07 |
0.730 |
Avg. price 1W: |
|
4.795 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.808 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.882 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.625 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
100.44% |
Volatility 6M: |
|
143.43% |
Volatility 1Y: |
|
144.78% |
Volatility 3Y: |
|
- |