UBS Call 8.8 CBK 17.06.2024
/ CH1213915031
UBS Call 8.8 CBK 17.06.2024/ CH1213915031 /
| 2024-05-03 10:05:24 AM |
Chg.+0.16 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.28EUR |
+3.13% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
8.80 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK79A7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.80 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.96 |
| Intrinsic value: |
4.92 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.29 |
| Parity: |
4.92 |
| Time value: |
0.10 |
| Break-even: |
13.82 |
| Moneyness: |
1.56 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.60% |
| Delta: |
0.96 |
| Theta: |
0.00 |
| Omega: |
2.63 |
| Rho: |
0.01 |
Quote data
| Open: |
5.28 |
| High: |
5.28 |
| Low: |
5.28 |
| Previous Close: |
5.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.76% |
| 1 Month |
|
|
+16.04% |
| 3 Months |
|
|
+146.73% |
| YTD |
|
|
+128.57% |
| 1 Year |
|
|
+134.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.36 |
4.86 |
| 1M High / 1M Low: |
5.43 |
3.91 |
| 6M High / 6M Low: |
5.43 |
1.76 |
| High (YTD): |
2024-04-26 |
5.43 |
| Low (YTD): |
2024-02-08 |
1.76 |
| 52W High: |
2024-04-26 |
5.43 |
| 52W Low: |
2023-09-07 |
1.44 |
| Avg. price 1W: |
|
5.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.62 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
79.99% |
| Volatility 6M: |
|
91.92% |
| Volatility 1Y: |
|
107.97% |
| Volatility 3Y: |
|
- |
