UBSW Unknown/ CH1244001694 /
| 17/05/2024 21:38:04 | Chg.+0.340 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.630EUR | +7.93% | - Bid Size: - |
- Ask Size: - |
COMMERZBANK AG | 10.90 - | 17/06/2024 | Call |
Master data
| WKN: | UL2LTL |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | COMMERZBANK AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.90 - |
| Maturity: | 17/06/2024 |
| Issue date: | 20/01/2023 |
| Last trading day: | 14/06/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.60 |
|---|---|
| Intrinsic value: | 4.57 |
| Implied volatility: | 0.76 |
| Historic volatility: | 0.29 |
| Parity: | 4.57 |
| Time value: | 0.10 |
| Break-even: | 15.56 |
| Moneyness: | 1.42 |
| Premium: | 0.01 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 0.65% |
| Delta: | 0.96 |
| Theta: | -0.01 |
| Omega: | 3.18 |
| Rho: | 0.01 |
Quote data
| Open: | 4.230 |
|---|---|
| High: | 4.670 |
| Low: | 4.230 |
| Previous Close: | 4.290 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +46.06% | ||
|---|---|---|---|
| 1 Month | +87.45% | ||
| 3 Months | +561.43% | ||
| YTD | +397.85% | ||
| 1 Year | +273.39% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.630 | 3.070 |
|---|---|---|
| 1M High / 1M Low: | 4.630 | 2.470 |
| 6M High / 6M Low: | 4.630 | 0.570 |
| High (YTD): | 17/05/2024 | 4.630 |
| Low (YTD): | 04/03/2024 | 0.570 |
| 52W High: | 17/05/2024 | 4.630 |
| 52W Low: | 04/03/2024 | 0.570 |
| Avg. price 1W: | 3.934 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.229 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.535 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.342 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 111.91% | |
| Volatility 6M: | 163.48% | |
| Volatility 1Y: | 155.51% | |
| Volatility 3Y: | - |
