ALVG.DE Warrant 06/24/ CH1213915445 /
| 2024-05-16 9:12:18 AM | Chg.+0.040 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.080EUR | +0.57% | - Bid Size: - |
- Ask Size: - |
ALLIANZ SE NA O.N. | 194.00 - | 2024-06-17 | Call |
Master data
| WKN: | UK7861 |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 194.00 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2022-10-18 |
| Last trading day: | 2024-06-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.00 |
|---|---|
| Intrinsic value: | 6.93 |
| Implied volatility: | 0.58 |
| Historic volatility: | 0.16 |
| Parity: | 6.93 |
| Time value: | 0.12 |
| Break-even: | 264.50 |
| Moneyness: | 1.36 |
| Premium: | 0.00 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.01 |
| Spread %: | 0.14% |
| Delta: | 0.97 |
| Theta: | -0.07 |
| Omega: | 3.62 |
| Rho: | 0.16 |
Quote data
| Open: | 6.980 |
|---|---|
| High: | 7.130 |
| Low: | 6.970 |
| Previous Close: | 7.040 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.57% | ||
|---|---|---|---|
| 1 Month | +7.44% | ||
| 3 Months | +29.67% | ||
| YTD | +36.68% | ||
| 1 Year | +127.65% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.250 | 7.040 |
|---|---|---|
| 1M High / 1M Low: | 7.970 | 6.590 |
| 6M High / 6M Low: | 8.450 | 3.820 |
| High (YTD): | 2024-03-27 | 8.450 |
| Low (YTD): | 2024-01-11 | 5.020 |
| 52W High: | 2024-03-27 | 8.450 |
| 52W Low: | 2023-07-07 | 2.470 |
| Avg. price 1W: | 7.154 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.218 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.039 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.695 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 68.70% | |
| Volatility 6M: | 59.20% | |
| Volatility 1Y: | 69.23% | |
| Volatility 3Y: | - |
