ALVG.DE Warrant 06/24/ CH1213915346 /
| 2024-06-06 9:02:38 PM | Chg.+0.090 | Bid9:02:38 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.810EUR | +1.03% | 8.810 Bid Size: 1,250 |
- 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: | 2.99 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.70 |
|---|---|
| Intrinsic value: | 8.68 |
| Implied volatility: | 1.33 |
| Historic volatility: | 0.15 |
| Parity: | 8.68 |
| Time value: | 0.10 |
| Break-even: | 263.80 |
| Moneyness: | 1.49 |
| Premium: | 0.00 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.06 |
| Spread %: | 0.69% |
| Delta: | 0.97 |
| Theta: | -0.21 |
| Omega: | 2.90 |
| Rho: | 0.05 |
Quote data
| Open: | 8.710 |
|---|---|
| High: | 8.860 |
| Low: | 8.560 |
| Previous Close: | 8.720 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.78% | ||
|---|---|---|---|
| 1 Month | -5.67% | ||
| 3 Months | +10.13% | ||
| YTD | +27.50% | ||
| 1 Year | +92.36% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 9.370 | 8.680 |
|---|---|---|
| 1M High / 1M Low: | 9.770 | 8.680 |
| 6M High / 6M Low: | 10.240 | 6.690 |
| High (YTD): | 2024-03-27 | 10.240 |
| Low (YTD): | 2024-01-11 | 6.770 |
| 52W High: | 2024-03-27 | 10.240 |
| 52W Low: | 2023-07-07 | 3.850 |
| Avg. price 1W: | 9.004 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 9.056 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 8.151 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 6.588 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 51.52% | |
| Volatility 6M: | 45.86% | |
| Volatility 1Y: | 50.78% | |
| Volatility 3Y: | - |
