UBS Call 12.1 CBK 20.06.2025
/ CH1302941393
UBS Call 12.1 CBK 20.06.2025/ CH1302941393 /
| 24/01/2025 17:36:34 |
Chg.-0.070 |
Bid17:36:34 |
Ask17:36:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.200EUR |
-1.12% |
6.200
Bid Size: 2,500 |
6.210
Ask Size: 2,500 |
COMMERZBANK AG |
12.10 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
UL9DHM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.10 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
02/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.19 |
| Intrinsic value: |
6.04 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.32 |
| Parity: |
6.04 |
| Time value: |
0.25 |
| Break-even: |
18.38 |
| Moneyness: |
1.50 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.16% |
| Delta: |
0.95 |
| Theta: |
0.00 |
| Omega: |
2.75 |
| Rho: |
0.04 |
Quote data
| Open: |
6.250 |
| High: |
6.400 |
| Low: |
6.150 |
| Previous Close: |
6.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.35% |
| 1 Month |
|
|
+68.94% |
| 3 Months |
|
|
+31.08% |
| YTD |
|
|
+55.00% |
| 1 Year |
|
|
+376.92% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.270 |
5.670 |
| 1M High / 1M Low: |
6.270 |
3.840 |
| 6M High / 6M Low: |
6.270 |
1.690 |
| High (YTD): |
23/01/2025 |
6.270 |
| Low (YTD): |
02/01/2025 |
3.860 |
| 52W High: |
23/01/2025 |
6.270 |
| 52W Low: |
08/02/2024 |
1.070 |
| Avg. price 1W: |
|
6.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.971 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.845 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.288 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
65.99% |
| Volatility 6M: |
|
153.46% |
| Volatility 1Y: |
|
127.37% |
| Volatility 3Y: |
|
- |