ALVG.DE Warrant 06/24/ CH1213915346 /
| 2024-05-15 4:59:51 PM | Chg.-0.230 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.810EUR | -2.54% | - Bid Size: - |
- Ask Size: - |
ALLIANZ SE NA O.N. | 176.00 - | 2024-06-17 | Call |
Master data
| WKN: | UK8M2V |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 176.00 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2022-10-18 |
| Last trading day: | 2024-06-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 9.00 |
|---|---|
| Intrinsic value: | 8.94 |
| Implied volatility: | 0.76 |
| Historic volatility: | 0.16 |
| Parity: | 8.94 |
| Time value: | 0.13 |
| Break-even: | 266.70 |
| Moneyness: | 1.51 |
| Premium: | 0.00 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.03 |
| Spread %: | 0.33% |
| Delta: | 0.97 |
| Theta: | -0.08 |
| Omega: | 2.85 |
| Rho: | 0.15 |
Quote data
| Open: | 8.930 |
|---|---|
| High: | 8.950 |
| Low: | 8.430 |
| Previous Close: | 9.040 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.11% | ||
|---|---|---|---|
| 1 Month | +5.13% | ||
| 3 Months | +21.85% | ||
| YTD | +27.50% | ||
| 1 Year | +96.21% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 9.040 | 8.810 |
|---|---|---|
| 1M High / 1M Low: | 9.770 | 8.380 |
| 6M High / 6M Low: | 10.240 | 5.490 |
| High (YTD): | 2024-03-27 | 10.240 |
| Low (YTD): | 2024-01-11 | 6.770 |
| 52W High: | 2024-03-27 | 10.240 |
| 52W Low: | 2023-05-31 | 3.840 |
| Avg. price 1W: | 8.936 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 9.011 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.795 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 6.317 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 55.82% | |
| Volatility 6M: | 46.19% | |
| Volatility 1Y: | 53.55% | |
| Volatility 3Y: | - |
