UBS Call 11.4 CBK 20.12.2024
/ CH1251039025
UBS Call 11.4 CBK 20.12.2024/ CH1251039025 /
| 2024-11-01 10:23:44 AM |
Chg.- |
Bid9:35:45 PM |
Ask9:35:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.12EUR |
- |
5.04
Bid Size: 2,500 |
-
Ask Size: - |
COMMERZBANK AG |
11.40 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL1Y9A |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.40 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.00 |
| Intrinsic value: |
4.95 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.32 |
| Parity: |
4.95 |
| Time value: |
0.17 |
| Break-even: |
16.52 |
| Moneyness: |
1.43 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.10 |
| Spread %: |
1.99% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
3.00 |
| Rho: |
0.01 |
Quote data
| Open: |
5.12 |
| High: |
5.12 |
| Low: |
5.12 |
| Previous Close: |
5.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.35% |
| 1 Month |
|
|
+2.40% |
| 3 Months |
|
|
+61.01% |
| YTD |
|
|
+316.26% |
| 1 Year |
|
|
+337.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.12 |
4.86 |
| 1M High / 1M Low: |
5.49 |
4.83 |
| 6M High / 6M Low: |
5.49 |
1.58 |
| High (YTD): |
2024-10-08 |
5.49 |
| Low (YTD): |
2024-02-09 |
0.92 |
| 52W High: |
2024-10-08 |
5.49 |
| 52W Low: |
2024-02-09 |
0.92 |
| Avg. price 1W: |
|
5.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.71 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
43.83% |
| Volatility 6M: |
|
150.47% |
| Volatility 1Y: |
|
130.82% |
| Volatility 3Y: |
|
- |
