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UBS Call 11.3 CBK 20.06.2025/  CH1302941310  /

Frankfurt Zert./UBS
24/01/2025  10:19:10 Chg.-0.050 Bid10:51:57 Ask10:51:57 Underlying Strike price Expiration date Option type
6.950EUR -0.71% 7.080
Bid Size: 25,000		 7.090
Ask Size: 25,000		 COMMERZBANK AG 11.30 EUR 20/06/2025 Call
 

Master data

WKN: UL9DHL
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 11.30 EUR
Maturity: 20/06/2025
Issue date: 02/11/2023
Last trading day: 19/06/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.58
Leverage: Yes

Calculated values

Fair value: 6.97
Intrinsic value: 6.84
Implied volatility: 0.46
Historic volatility: 0.32
Parity: 6.84
Time value: 0.21
Break-even: 18.34
Moneyness: 1.60
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.14%
Delta: 0.97
Theta: 0.00
Omega: 2.49
Rho: 0.04
 

Quote data

Open: 7.130
High: 7.130
Low: 6.950
Previous Close: 7.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.09%
1 Month  
+60.14%
3 Months  
+28.23%
YTD  
+48.50%
1 Year  
+342.68%
3 Years     -
5 Years     -
1W High / 1W Low: 7.000 6.430
1M High / 1M Low: 7.000 4.510
6M High / 6M Low: 7.000 2.170
High (YTD): 23/01/2025 7.000
Low (YTD): 02/01/2025 4.510
52W High: 23/01/2025 7.000
52W Low: 08/02/2024 1.330
Avg. price 1W:   6.758
Avg. volume 1W:   0.000
Avg. price 1M:   5.695
Avg. volume 1M:   0.000
Avg. price 6M:   4.488
Avg. volume 6M:   0.000
Avg. price 1Y:   3.841
Avg. volume 1Y:   0.000
Volatility 1M:   58.86%
Volatility 6M:   144.49%
Volatility 1Y:   118.84%
Volatility 3Y:   -