UBSW Unknown/ CH1244001710 /
| 2024-05-17 9:39:58 AM | Chg.+0.060 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.150EUR | +1.47% | - Bid Size: - |
- Ask Size: - |
COMMERZBANK AG | 11.10 - | 2024-06-17 | Call |
Master data
| WKN: | UL2QAX |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | COMMERZBANK AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.10 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2023-01-20 |
| Last trading day: | 2024-05-20 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.67 |
|---|---|
| Intrinsic value: | 2.67 |
| Implied volatility: | 7.26 |
| Historic volatility: | 0.29 |
| Parity: | 2.67 |
| Time value: | 1.51 |
| Break-even: | 15.27 |
| Moneyness: | 1.24 |
| Premium: | 0.11 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.02 |
| Spread %: | 0.48% |
| Delta: | 0.75 |
| Theta: | -0.59 |
| Omega: | 2.47 |
| Rho: | 0.00 |
Quote data
| Open: | 4.030 |
|---|---|
| High: | 4.150 |
| Low: | 4.030 |
| Previous Close: | 4.090 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +1.47% | ||
| 3 Months | +248.74% | ||
| YTD | +394.05% | ||
| 1 Year | +229.37% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 4.150 | 4.090 |
| 6M High / 6M Low: | 4.150 | 0.480 |
| High (YTD): | 2024-05-17 | 4.150 |
| Low (YTD): | 2024-03-04 | 0.480 |
| 52W High: | 2024-05-17 | 4.150 |
| 52W Low: | 2024-03-04 | 0.480 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 4.120 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.463 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.250 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | - | |
| Volatility 6M: | 179.97% | |
| Volatility 1Y: | 168.46% | |
| Volatility 3Y: | - |
