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UBS Call 12.3 CBK 17.06.2024/  CH1251039660  /

Frankfurt Zert./UBS
2024-06-14  12:02:19 PM Chg.-0.750 Bid2024-06-14 Ask- Underlying Strike price Expiration date Option type
1.300EUR -36.59% -
Bid Size: -		 -
Ask Size: -		 COMMERZBANK AG 12.30 - 2024-06-17 Call
 

Master data

WKN: UL11GJ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 12.30 -
Maturity: 2024-06-17
Issue date: 2023-02-21
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.81
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 1.47
Implied volatility: 3.98
Historic volatility: 0.29
Parity: 1.47
Time value: 0.91
Break-even: 14.67
Moneyness: 1.12
Premium: 0.07
Premium p.a.: 0.00
Spread abs.: 0.29
Spread %: 13.94%
Delta: 0.70
Theta: -0.35
Omega: 4.08
Rho: 0.00
 

Quote data

Open: 1.570
High: 1.570
Low: 1.300
Previous Close: 2.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -60.37%
1 Month
  -55.48%
3 Months  
+145.28%
YTD  
+195.45%
1 Year  
+71.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.010 1.300
1M High / 1M Low: 3.430 1.300
6M High / 6M Low: 3.430 0.172
High (YTD): 2024-05-30 3.430
Low (YTD): 2024-03-04 0.172
52W High: 2024-05-30 3.430
52W Low: 2024-03-04 0.172
Avg. price 1W:   2.278
Avg. volume 1W:   0.000
Avg. price 1M:   2.950
Avg. volume 1M:   0.000
Avg. price 6M:   1.157
Avg. volume 6M:   0.000
Avg. price 1Y:   0.907
Avg. volume 1Y:   0.000
Volatility 1M:   188.25%
Volatility 6M:   217.40%
Volatility 1Y:   200.48%
Volatility 3Y:   -