UBS Call 11 CBK 17.06.2024
/ CH1244001702
UBS Call 11 CBK 17.06.2024/ CH1244001702 /
| 14/06/2024 10:30:52 |
Chg.-0.80 |
Bid22:00:13 |
Ask22:00:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.91EUR |
-21.56% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
11.00 - |
17/06/2024 |
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: |
17/06/2024 |
| Issue date: |
20/01/2023 |
| Last trading day: |
14/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
2.77 |
| Implied volatility: |
2.60 |
| Historic volatility: |
0.29 |
| Parity: |
2.77 |
| Time value: |
0.15 |
| Break-even: |
13.91 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
5.77 |
| Spread abs.: |
0.22 |
| Spread %: |
8.18% |
| Delta: |
0.90 |
| Theta: |
-0.12 |
| Omega: |
4.24 |
| Rho: |
0.00 |
Quote data
| Open: |
2.91 |
| High: |
2.91 |
| Low: |
2.91 |
| Previous Close: |
3.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.01% |
| 1 Month |
|
|
-29.20% |
| 3 Months |
|
|
+134.68% |
| YTD |
|
|
+230.68% |
| 1 Year |
|
|
+122.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.39 |
2.91 |
| 1M High / 1M Low: |
4.69 |
2.91 |
| 6M High / 6M Low: |
4.69 |
0.52 |
| High (YTD): |
22/05/2024 |
4.69 |
| Low (YTD): |
08/02/2024 |
0.52 |
| 52W High: |
22/05/2024 |
4.69 |
| 52W Low: |
08/02/2024 |
0.52 |
| Avg. price 1W: |
|
3.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.52 |
| Avg. volume 1Y: |
|
98.43 |
| Volatility 1M: |
|
108.60% |
| Volatility 6M: |
|
159.26% |
| Volatility 1Y: |
|
162.05% |
| Volatility 3Y: |
|
- |
