UBS Call 11 CBK 17.06.2024
/ CH1244001702
UBS Call 11 CBK 17.06.2024/ CH1244001702 /
| 5/31/2024 9:03:43 AM |
Chg.+0.12 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.68EUR |
+2.63% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
11.00 - |
6/17/2024 |
Call |
Master data
| WKN: |
UL2N90 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 - |
| Maturity: |
6/17/2024 |
| Issue date: |
1/20/2023 |
| Last trading day: |
6/14/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.56 |
| Intrinsic value: |
4.54 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.29 |
| Parity: |
4.54 |
| Time value: |
0.07 |
| Break-even: |
15.61 |
| Moneyness: |
1.41 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.66% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.24 |
| Rho: |
0.00 |
Quote data
| Open: |
4.68 |
| High: |
4.68 |
| Low: |
4.68 |
| Previous Close: |
4.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.77% |
| 1 Month |
|
|
+75.28% |
| 3 Months |
|
|
+735.71% |
| YTD |
|
|
+431.82% |
| 1 Year |
|
|
+382.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.68 |
4.56 |
| 1M High / 1M Low: |
4.69 |
2.77 |
| 6M High / 6M Low: |
4.69 |
0.52 |
| High (YTD): |
5/22/2024 |
4.69 |
| Low (YTD): |
2/8/2024 |
0.52 |
| 52W High: |
5/22/2024 |
4.69 |
| 52W Low: |
2/8/2024 |
0.52 |
| Avg. price 1W: |
|
4.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.41 |
| Avg. volume 1Y: |
|
98.04 |
| Volatility 1M: |
|
104.73% |
| Volatility 6M: |
|
159.74% |
| Volatility 1Y: |
|
159.49% |
| Volatility 3Y: |
|
- |
