UBSW Unknown/ CH1244001694 /
2024-05-03 9:51:17 PM | Chg.-0.200 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.940EUR | -6.37% | - Bid Size: - |
- Ask Size: - |
COMMERZBANK AG | 10.90 - | 2024-06-17 | Call |
Master data
WKN: | UL2LTL |
---|---|
Issuer: | UBS AG, LONDON BRANCH |
Currency: | EUR |
Underlying: | COMMERZBANK AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 10.90 - |
Maturity: | 2024-06-17 |
Issue date: | 2023-01-20 |
Last trading day: | 2024-06-14 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.62 |
Leverage: | Yes |
Calculated values
Fair value: | 2.88 |
---|---|
Intrinsic value: | 2.82 |
Implied volatility: | 0.52 |
Historic volatility: | 0.29 |
Parity: | 2.82 |
Time value: | 0.15 |
Break-even: | 13.87 |
Moneyness: | 1.26 |
Premium: | 0.01 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.03 |
Spread %: | 1.02% |
Delta: | 0.92 |
Theta: | -0.01 |
Omega: | 4.24 |
Rho: | 0.01 |
Quote data
Open: | 3.140 |
---|---|
High: | 3.350 |
Low: | 2.800 |
Previous Close: | 3.140 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -9.26% | ||
---|---|---|---|
1 Month | +25.11% | ||
3 Months | +254.22% | ||
YTD | +216.13% | ||
1 Year | +153.45% | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 3.140 | 2.870 |
---|---|---|
1M High / 1M Low: | 3.240 | 2.010 |
6M High / 6M Low: | 3.240 | 0.570 |
High (YTD): | 2024-04-26 | 3.240 |
Low (YTD): | 2024-03-04 | 0.570 |
52W High: | 2024-04-26 | 3.240 |
52W Low: | 2024-03-04 | 0.570 |
Avg. price 1W: | 3.005 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 2.630 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 1.335 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 1.254 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 117.48% | |
Volatility 6M: | 162.40% | |
Volatility 1Y: | 157.19% | |
Volatility 3Y: | - |