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UBS Call 10.6 CBK 17.06.2024/  CH1244001660  /

Frankfurt Zert./UBS
2024-05-03  7:30:19 PM Chg.-0.210 Bid7:59:41 PM Ask7:59:41 PM Underlying Strike price Expiration date Option type
3.220EUR -6.12% 3.220
Bid Size: 2,500		 3.250
Ask Size: 2,500		 COMMERZBANK AG 10.60 - 2024-06-17 Call
 

Master data

WKN: UL2FAX
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 10.60 -
Maturity: 2024-06-17
Issue date: 2023-01-20
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.21
Leverage: Yes

Calculated values

Fair value: 3.17
Intrinsic value: 3.12
Implied volatility: 0.55
Historic volatility: 0.29
Parity: 3.12
Time value: 0.14
Break-even: 13.86
Moneyness: 1.29
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 0.93%
Delta: 0.93
Theta: -0.01
Omega: 3.91
Rho: 0.01
 

Quote data

Open: 3.620
High: 3.620
Low: 3.150
Previous Close: 3.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.30%
1 Month  
+12.98%
3 Months  
+228.57%
YTD  
+195.41%
1 Year  
+153.54%
3 Years     -
5 Years     -
1W High / 1W Low: 3.430 3.180
1M High / 1M Low: 3.550 2.290
6M High / 6M Low: 3.550 0.700
High (YTD): 2024-04-26 3.550
Low (YTD): 2024-02-08 0.700
52W High: 2024-04-26 3.550
52W Low: 2023-09-07 0.670
Avg. price 1W:   3.293
Avg. volume 1W:   0.000
Avg. price 1M:   2.928
Avg. volume 1M:   0.000
Avg. price 6M:   1.524
Avg. volume 6M:   0.000
Avg. price 1Y:   1.411
Avg. volume 1Y:   0.000
Volatility 1M:   110.07%
Volatility 6M:   147.73%
Volatility 1Y:   147.89%
Volatility 3Y:   -