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UBS Call 15 CBK 17.06.2024/  DE000UL3RYH3  /

Frankfurt Zert./UBS
31/05/2024  19:26:18 Chg.-0.090 Bid21:53:55 Ask21:53:55 Underlying Strike price Expiration date Option type
0.570EUR -13.64% -
Bid Size: -		 -
Ask Size: -		 COMMERZBANK AG 15.00 EUR 17/06/2024 Call
 

Master data

WKN: UL3RYH
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 17/06/2024
Issue date: 03/03/2023
Last trading day: 14/06/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 25.06
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.54
Implied volatility: 0.19
Historic volatility: 0.29
Parity: 0.54
Time value: 0.08
Break-even: 15.62
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 5.08%
Delta: 0.83
Theta: -0.01
Omega: 20.86
Rho: 0.01
 

Quote data

Open: 0.660
High: 0.660
Low: 0.520
Previous Close: 0.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.06%
1 Month  
+213.19%
3 Months  
+900.00%
YTD  
+427.78%
1 Year  
+363.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.510
1M High / 1M Low: 0.660 0.172
6M High / 6M Low: 0.660 0.055
High (YTD): 30/05/2024 0.660
Low (YTD): 04/03/2024 0.055
52W High: 30/05/2024 0.660
52W Low: 04/03/2024 0.055
Avg. price 1W:   0.596
Avg. volume 1W:   0.000
Avg. price 1M:   0.415
Avg. volume 1M:   0.000
Avg. price 6M:   0.159
Avg. volume 6M:   0.000
Avg. price 1Y:   0.142
Avg. volume 1Y:   0.000
Volatility 1M:   323.58%
Volatility 6M:   175.47%
Volatility 1Y:   139.18%
Volatility 3Y:   -