UBSW Unknown/ CH1244001652 /
| 2024-05-03 6:16:34 PM | Chg.-0.200 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.320EUR | -5.68% | - Bid Size: - |
- Ask Size: - |
COMMERZBANK AG | 10.50 - | 2024-06-17 | Call |
Master data
| WKN: | UL2C90 |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | COMMERZBANK AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.50 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2023-01-20 |
| Last trading day: | 2024-06-14 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.27 |
|---|---|
| Intrinsic value: | 3.22 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.29 |
| Parity: | 3.22 |
| Time value: | 0.13 |
| Break-even: | 13.85 |
| Moneyness: | 1.31 |
| Premium: | 0.01 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 0.90% |
| Delta: | 0.93 |
| Theta: | 0.00 |
| Omega: | 3.83 |
| Rho: | 0.01 |
Quote data
| Open: | 3.520 |
|---|---|
| High: | 3.740 |
| Low: | 3.190 |
| Previous Close: | 3.520 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.79% | ||
|---|---|---|---|
| 1 Month | +21.61% | ||
| 3 Months | +222.33% | ||
| YTD | +191.23% | ||
| 1 Year | +155.38% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 3.520 | 3.270 |
|---|---|---|
| 1M High / 1M Low: | 3.640 | 2.380 |
| 6M High / 6M Low: | 3.640 | 0.740 |
| High (YTD): | 2024-04-26 | 3.640 |
| Low (YTD): | 2024-02-08 | 0.740 |
| 52W High: | 2024-04-26 | 3.640 |
| 52W Low: | 2023-09-07 | 0.700 |
| Avg. price 1W: | 3.395 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.014 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.593 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.469 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 105.49% | |
| Volatility 6M: | 148.63% | |
| Volatility 1Y: | 146.29% | |
| Volatility 3Y: | - |
