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UBS Call 11.2 CBK 17.06.2024/  CH1244001728  /

Frankfurt Zert./UBS
2024-05-03  7:41:49 PM Chg.-0.210 Bid7:59:41 PM Ask7:59:41 PM Underlying Strike price Expiration date Option type
2.650EUR -7.34% 2.650
Bid Size: 2,500		 2.680
Ask Size: 2,500		 COMMERZBANK AG 11.20 - 2024-06-17 Call
 

Master data

WKN: UL2NZR
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 11.20 -
Maturity: 2024-06-17
Issue date: 2023-01-20
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.10
Leverage: Yes

Calculated values

Fair value: 2.58
Intrinsic value: 2.52
Implied volatility: 0.50
Historic volatility: 0.29
Parity: 2.52
Time value: 0.17
Break-even: 13.89
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 1.13%
Delta: 0.90
Theta: -0.01
Omega: 4.60
Rho: 0.01
 

Quote data

Open: 3.040
High: 3.040
Low: 2.580
Previous Close: 2.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.17%
1 Month  
+15.72%
3 Months  
+273.24%
YTD  
+231.25%
1 Year  
+147.66%
3 Years     -
5 Years     -
1W High / 1W Low: 2.860 2.590
1M High / 1M Low: 2.950 1.740
6M High / 6M Low: 2.950 0.440
High (YTD): 2024-04-26 2.950
Low (YTD): 2024-03-04 0.440
52W High: 2024-04-26 2.950
52W Low: 2024-03-04 0.440
Avg. price 1W:   2.710
Avg. volume 1W:   0.000
Avg. price 1M:   2.355
Avg. volume 1M:   0.000
Avg. price 6M:   1.163
Avg. volume 6M:   0.000
Avg. price 1Y:   1.109
Avg. volume 1Y:   0.000
Volatility 1M:   129.82%
Volatility 6M:   171.25%
Volatility 1Y:   165.01%
Volatility 3Y:   -