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UBS Call 11.4 CBK 17.06.2024/  CH1244001744  /

Frankfurt Zert./UBS
2024-05-03  7:36:34 PM Chg.-0.210 Bid7:59:36 PM Ask7:59:36 PM Underlying Strike price Expiration date Option type
2.460EUR -7.87% 2.460
Bid Size: 2,500		 2.490
Ask Size: 2,500		 COMMERZBANK AG 11.40 - 2024-06-17 Call
 

Master data

WKN: UL2UND
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 11.40 -
Maturity: 2024-06-17
Issue date: 2023-01-20
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.49
Leverage: Yes

Calculated values

Fair value: 2.39
Intrinsic value: 2.32
Implied volatility: 0.47
Historic volatility: 0.29
Parity: 2.32
Time value: 0.18
Break-even: 13.90
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 1.21%
Delta: 0.89
Theta: -0.01
Omega: 4.89
Rho: 0.01
 

Quote data

Open: 2.850
High: 2.850
Low: 2.390
Previous Close: 2.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.58%
1 Month  
+16.59%
3 Months  
+290.48%
YTD  
+246.48%
1 Year  
+143.56%
3 Years     -
5 Years     -
1W High / 1W Low: 2.670 2.380
1M High / 1M Low: 2.880 1.590
6M High / 6M Low: 2.880 0.380
High (YTD): 2024-04-26 2.880
Low (YTD): 2024-03-04 0.380
52W High: 2024-04-26 2.880
52W Low: 2024-03-04 0.380
Avg. price 1W:   2.515
Avg. volume 1W:   0.000
Avg. price 1M:   2.179
Avg. volume 1M:   0.000
Avg. price 6M:   1.053
Avg. volume 6M:   0.000
Avg. price 1Y:   1.018
Avg. volume 1Y:   0.000
Volatility 1M:   147.44%
Volatility 6M:   181.17%
Volatility 1Y:   172.01%
Volatility 3Y:   -