UBS Call 11.3 CBK 17.06.2024
/ CH1244001736
UBS Call 11.3 CBK 17.06.2024/ CH1244001736 /
| 2024-05-03 10:24:20 AM |
Chg.+0.12 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.83EUR |
+4.43% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
11.30 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL2FAW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.30 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-01-20 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.48 |
| Intrinsic value: |
2.42 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.29 |
| Parity: |
2.42 |
| Time value: |
0.17 |
| Break-even: |
13.89 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.17% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
4.76 |
| Rho: |
0.01 |
Quote data
| Open: |
2.83 |
| High: |
2.83 |
| Low: |
2.83 |
| Previous Close: |
2.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.05% |
| 1 Month |
|
|
+28.05% |
| 3 Months |
|
|
+379.66% |
| YTD |
|
|
+277.33% |
| 1 Year |
|
|
+162.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.83 |
2.37 |
| 1M High / 1M Low: |
2.86 |
1.59 |
| 6M High / 6M Low: |
2.86 |
0.43 |
| High (YTD): |
2024-04-26 |
2.86 |
| Low (YTD): |
2024-02-08 |
0.43 |
| 52W High: |
2024-04-26 |
2.86 |
| 52W Low: |
2024-02-08 |
0.43 |
| Avg. price 1W: |
|
2.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.06 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
155.01% |
| Volatility 6M: |
|
172.76% |
| Volatility 1Y: |
|
174.67% |
| Volatility 3Y: |
|
- |
