UBSW Unknown/ CH1244001686 /
| 2024-05-03 9:51:24 PM | Chg.-0.190 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.040EUR | -5.88% | - Bid Size: - |
- Ask Size: - |
COMMERZBANK AG | 10.80 - | 2024-06-17 | Call |
Master data
| WKN: | UL2QB9 |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | COMMERZBANK AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.80 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2023-01-20 |
| Last trading day: | 2024-06-14 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.97 |
|---|---|
| Intrinsic value: | 2.92 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.29 |
| Parity: | 2.92 |
| Time value: | 0.15 |
| Break-even: | 13.87 |
| Moneyness: | 1.27 |
| Premium: | 0.01 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 0.99% |
| Delta: | 0.92 |
| Theta: | -0.01 |
| Omega: | 4.11 |
| Rho: | 0.01 |
Quote data
| Open: | 3.230 |
|---|---|
| High: | 3.450 |
| Low: | 2.900 |
| Previous Close: | 3.230 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.98% | ||
|---|---|---|---|
| 1 Month | +24.59% | ||
| 3 Months | +245.45% | ||
| YTD | +210.20% | ||
| 1 Year | +155.46% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 3.230 | 2.970 |
|---|---|---|
| 1M High / 1M Low: | 3.340 | 2.100 |
| 6M High / 6M Low: | 3.340 | 0.610 |
| High (YTD): | 2024-04-26 | 3.340 |
| Low (YTD): | 2024-03-04 | 0.610 |
| 52W High: | 2024-04-26 | 3.340 |
| 52W Low: | 2024-03-04 | 0.610 |
| Avg. price 1W: | 3.103 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 2.736 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.391 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.301 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 117.62% | |
| Volatility 6M: | 160.58% | |
| Volatility 1Y: | 155.33% | |
| Volatility 3Y: | - |
