ALVG.DE Warrant 06/24/ CH1213915445 /
| 05/06/2024 21:51:30 | Chg.+0.040 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.920EUR | +0.58% | - Bid Size: - |
- Ask Size: - |
ALLIANZ SE NA O.N. | 194.00 - | 17/06/2024 | 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: | 17/06/2024 |
| Issue date: | 18/10/2022 |
| Last trading day: | 14/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.82 |
|---|---|
| Intrinsic value: | 6.80 |
| Implied volatility: | 0.93 |
| Historic volatility: | 0.15 |
| Parity: | 6.80 |
| Time value: | 0.08 |
| Break-even: | 262.80 |
| Moneyness: | 1.35 |
| Premium: | 0.00 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.97 |
| Theta: | -0.15 |
| Omega: | 3.69 |
| Rho: | 0.06 |
Quote data
| Open: | 6.980 |
|---|---|
| High: | 7.010 |
| Low: | 6.720 |
| Previous Close: | 6.880 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.14% | ||
|---|---|---|---|
| 1 Month | -2.40% | ||
| 3 Months | +13.26% | ||
| YTD | +33.59% | ||
| 1 Year | +125.41% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.580 | 6.880 |
|---|---|---|
| 1M High / 1M Low: | 7.970 | 6.880 |
| 6M High / 6M Low: | 8.450 | 4.860 |
| High (YTD): | 27/03/2024 | 8.450 |
| Low (YTD): | 11/01/2024 | 5.020 |
| 52W High: | 27/03/2024 | 8.450 |
| 52W Low: | 07/07/2023 | 2.470 |
| Avg. price 1W: | 7.224 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.278 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.361 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.925 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 65.56% | |
| Volatility 6M: | 58.56% | |
| Volatility 1Y: | 65.92% | |
| Volatility 3Y: | - |
