UBS Call 9.4 CBK 17.06.2024
/ CH1215577912
UBS Call 9.4 CBK 17.06.2024/ CH1215577912 /
| 2024-05-03 7:41:14 PM |
Chg.-0.220 |
Bid7:59:41 PM |
Ask7:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.390EUR |
-4.77% |
4.390
Bid Size: 2,500 |
4.420
Ask Size: 2,500 |
COMMERZBANK AG |
9.40 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8ZAY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.40 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-28 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.36 |
| Intrinsic value: |
4.32 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.29 |
| Parity: |
4.32 |
| Time value: |
0.11 |
| Break-even: |
13.83 |
| Moneyness: |
1.46 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.68% |
| Delta: |
0.96 |
| Theta: |
0.00 |
| Omega: |
2.96 |
| Rho: |
0.01 |
Quote data
| Open: |
4.750 |
| High: |
4.750 |
| Low: |
4.340 |
| Previous Close: |
4.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.73% |
| 1 Month |
|
|
+9.20% |
| 3 Months |
|
|
+153.76% |
| YTD |
|
|
+137.30% |
| 1 Year |
|
|
+145.25% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.610 |
4.390 |
| 1M High / 1M Low: |
4.810 |
3.440 |
| 6M High / 6M Low: |
4.810 |
1.360 |
| High (YTD): |
2024-04-26 |
4.810 |
| Low (YTD): |
2024-02-08 |
1.360 |
| 52W High: |
2024-04-26 |
4.810 |
| 52W Low: |
2023-09-07 |
1.130 |
| Avg. price 1W: |
|
4.485 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.109 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.426 |
| Avg. volume 6M: |
|
4.032 |
| Avg. price 1Y: |
|
2.173 |
| Avg. volume 1Y: |
|
5.859 |
| Volatility 1M: |
|
79.55% |
| Volatility 6M: |
|
110.16% |
| Volatility 1Y: |
|
116.55% |
| Volatility 3Y: |
|
- |
