ALVG.DE Warrant 06/24/ CH1213915262 /
6/5/2024 9:52:55 PM | Chg.+0.040 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
9.920EUR | +0.40% | - Bid Size: - |
- Ask Size: - |
ALLIANZ SE NA O.N. | 164.00 - | 6/17/2024 | Call |
Master data
WKN: | UK8KNS |
---|---|
Issuer: | UBS AG, LONDON BRANCH |
Currency: | EUR |
Underlying: | ALLIANZ SE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 164.00 - |
Maturity: | 6/17/2024 |
Issue date: | 10/18/2022 |
Last trading day: | 6/14/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.65 |
Leverage: | Yes |
Calculated values
Fair value: | 9.82 |
---|---|
Intrinsic value: | 9.80 |
Implied volatility: | 1.38 |
Historic volatility: | 0.15 |
Parity: | 9.80 |
Time value: | 0.08 |
Break-even: | 262.80 |
Moneyness: | 1.60 |
Premium: | 0.00 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.98 |
Theta: | -0.16 |
Omega: | 2.59 |
Rho: | 0.05 |
Quote data
Open: | 9.970 |
---|---|
High: | 10.000 |
Low: | 9.710 |
Previous Close: | 9.880 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.46% | ||
---|---|---|---|
1 Month | -5.88% | ||
3 Months | +8.06% | ||
YTD | +22.77% | ||
1 Year | +76.83% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 10.570 | 9.880 |
---|---|---|
1M High / 1M Low: | 10.970 | 9.880 |
6M High / 6M Low: | 11.430 | 7.850 |
High (YTD): | 3/27/2024 | 11.430 |
Low (YTD): | 1/11/2024 | 7.940 |
52W High: | 3/27/2024 | 11.430 |
52W Low: | 7/7/2023 | 4.870 |
Avg. price 1W: | 10.202 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 10.249 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 9.336 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 7.738 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 46.17% | |
Volatility 6M: | 40.48% | |
Volatility 1Y: | 43.87% | |
Volatility 3Y: | - |