UBS Call 8.5 CBK 17.06.2024
/ CH1213915007
UBS Call 8.5 CBK 17.06.2024/ CH1213915007 /
| 5/16/2024 10:00:33 AM |
Chg.- |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.51EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
8.50 - |
6/17/2024 |
Call |
Master data
| WKN: |
UK8C7J |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 - |
| Maturity: |
6/17/2024 |
| Issue date: |
10/18/2022 |
| Last trading day: |
6/14/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.69 |
| Intrinsic value: |
6.67 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.29 |
| Parity: |
6.67 |
| Time value: |
0.04 |
| Break-even: |
15.20 |
| Moneyness: |
1.78 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
0.45% |
| Delta: |
0.99 |
| Theta: |
0.00 |
| Omega: |
2.25 |
| Rho: |
0.01 |
Quote data
| Open: |
6.51 |
| High: |
6.51 |
| Low: |
6.51 |
| Previous Close: |
6.36 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.02% |
| 1 Month |
|
|
+40.30% |
| 3 Months |
|
|
+149.43% |
| YTD |
|
|
+154.30% |
| 1 Year |
|
|
+179.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.51 |
5.63 |
| 1M High / 1M Low: |
6.51 |
4.64 |
| 6M High / 6M Low: |
6.51 |
2.00 |
| High (YTD): |
5/16/2024 |
6.51 |
| Low (YTD): |
2/8/2024 |
2.00 |
| 52W High: |
5/16/2024 |
6.51 |
| 52W Low: |
9/7/2023 |
1.62 |
| Avg. price 1W: |
|
6.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.97 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
71.15% |
| Volatility 6M: |
|
86.17% |
| Volatility 1Y: |
|
95.73% |
| Volatility 3Y: |
|
- |
