UBS Call 8.7 CBK 17.06.2024
/ CH1213915023
UBS Call 8.7 CBK 17.06.2024/ CH1213915023 /
| 2024-05-03 7:29:53 PM |
Chg.-0.220 |
Bid7:59:41 PM |
Ask7:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.080EUR |
-4.15% |
5.080
Bid Size: 2,500 |
5.110
Ask Size: 2,500 |
COMMERZBANK AG |
8.70 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8M4C |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.70 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.06 |
| Intrinsic value: |
5.02 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.29 |
| Parity: |
5.02 |
| Time value: |
0.10 |
| Break-even: |
13.82 |
| Moneyness: |
1.58 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.59% |
| Delta: |
0.96 |
| Theta: |
0.00 |
| Omega: |
2.58 |
| Rho: |
0.01 |
Quote data
| Open: |
5.440 |
| High: |
5.440 |
| Low: |
5.020 |
| Previous Close: |
5.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.96% |
| 1 Month |
|
|
+7.63% |
| 3 Months |
|
|
+121.83% |
| YTD |
|
|
+112.55% |
| 1 Year |
|
|
+135.19% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.300 |
5.080 |
| 1M High / 1M Low: |
5.580 |
4.160 |
| 6M High / 6M Low: |
5.580 |
1.870 |
| High (YTD): |
2024-04-26 |
5.580 |
| Low (YTD): |
2024-02-08 |
1.870 |
| 52W High: |
2024-04-26 |
5.580 |
| 52W Low: |
2023-09-07 |
1.500 |
| Avg. price 1W: |
|
5.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.808 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.029 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.697 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
70.22% |
| Volatility 6M: |
|
91.39% |
| Volatility 1Y: |
|
100.37% |
| Volatility 3Y: |
|
- |
