UBS Call 10.4 CBK 17.06.2024
/ CH1244001645
UBS Call 10.4 CBK 17.06.2024/ CH1244001645 /
2024-05-17 9:14:37 AM |
Chg.- |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.77EUR |
- |
- 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: |
3.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.43 |
Intrinsic value: |
4.42 |
Implied volatility: |
2.17 |
Historic volatility: |
0.29 |
Parity: |
4.42 |
Time value: |
0.44 |
Break-even: |
15.26 |
Moneyness: |
1.43 |
Premium: |
0.03 |
Premium p.a.: |
1.64 |
Spread abs.: |
0.02 |
Spread %: |
0.41% |
Delta: |
0.87 |
Theta: |
-0.05 |
Omega: |
2.66 |
Rho: |
0.00 |
Quote data
Open: |
4.77 |
High: |
4.77 |
Low: |
4.77 |
Previous Close: |
4.70 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+42.81% |
3 Months |
|
|
+424.18% |
YTD |
|
|
+300.84% |
1 Year |
|
|
+269.77% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
4.77 |
3.34 |
6M High / 6M Low: |
4.77 |
0.76 |
High (YTD): |
2024-05-17 |
4.77 |
Low (YTD): |
2024-02-08 |
0.76 |
52W High: |
2024-05-17 |
4.77 |
52W Low: |
2023-09-07 |
0.73 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
4.01 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.90 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.64 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
109.69% |
Volatility 6M: |
|
144.97% |
Volatility 1Y: |
|
145.63% |
Volatility 3Y: |
|
- |