UBS Call 8.2 CBK 17.06.2024
/ CH1213914976
UBS Call 8.2 CBK 17.06.2024/ CH1213914976 /
| 2024-05-16 10:00:33 AM |
Chg.- |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.81EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
8.20 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8FA4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.20 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-05-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.57 |
| Intrinsic value: |
5.57 |
| Implied volatility: |
11.67 |
| Historic volatility: |
0.29 |
| Parity: |
5.57 |
| Time value: |
1.48 |
| Break-even: |
15.24 |
| Moneyness: |
1.68 |
| Premium: |
0.11 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.14% |
| Delta: |
0.85 |
| Theta: |
-0.70 |
| Omega: |
1.66 |
| Rho: |
0.00 |
Quote data
| Open: |
6.81 |
| High: |
6.81 |
| Low: |
6.81 |
| Previous Close: |
6.66 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+82.57% |
| YTD |
|
|
+141.49% |
| 1 Year |
|
|
+130.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.81 |
6.81 |
| 6M High / 6M Low: |
6.81 |
2.25 |
| High (YTD): |
2024-05-16 |
6.81 |
| Low (YTD): |
2024-02-08 |
2.25 |
| 52W High: |
2024-05-16 |
6.81 |
| 52W Low: |
2023-09-07 |
1.81 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.27 |
| Avg. volume 1Y: |
|
34.19 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
81.11% |
| Volatility 1Y: |
|
92.24% |
| Volatility 3Y: |
|
- |
