UBS Call 8.6 CBK 17.06.2024
/ CH1213915015
UBS Call 8.6 CBK 17.06.2024/ CH1213915015 /
| 2024-05-17 9:39:58 AM |
Chg.+0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.630EUR |
+0.91% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
8.60 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8BVJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.60 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-05-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.17 |
| Intrinsic value: |
5.17 |
| Implied volatility: |
10.80 |
| Historic volatility: |
0.29 |
| Parity: |
5.17 |
| Time value: |
1.44 |
| Break-even: |
15.20 |
| Moneyness: |
1.60 |
| Premium: |
0.10 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.03 |
| Spread %: |
0.46% |
| Delta: |
0.84 |
| Theta: |
-0.67 |
| Omega: |
1.75 |
| Rho: |
0.00 |
Quote data
| Open: |
6.510 |
| High: |
6.630 |
| Low: |
6.510 |
| Previous Close: |
6.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+0.91% |
| 3 Months |
|
|
+96.15% |
| YTD |
|
|
+167.34% |
| 1 Year |
|
|
+150.19% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.630 |
6.570 |
| 6M High / 6M Low: |
6.630 |
1.960 |
| High (YTD): |
2024-05-17 |
6.630 |
| Low (YTD): |
2024-02-08 |
1.960 |
| 52W High: |
2024-05-17 |
6.630 |
| 52W Low: |
2023-09-07 |
1.560 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.482 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.956 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
94.62% |
| Volatility 1Y: |
|
100.30% |
| Volatility 3Y: |
|
- |
