ALVG.DE Warrant 06/24/ CH1213915445 /
06/06/2024 10:48:36 | Chg.+0.010 | Bid10:48:36 | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.930EUR | +0.14% | 6.930 Bid Size: 25,000 |
- 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: | 6.90 |
---|---|
Intrinsic value: | 6.88 |
Implied volatility: | - |
Historic volatility: | 0.15 |
Parity: | 6.88 |
Time value: | 0.01 |
Break-even: | 262.90 |
Moneyness: | 1.35 |
Premium: | 0.00 |
Premium p.a.: | 0.01 |
Spread abs.: | -0.03 |
Spread %: | -0.43% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 6.910 |
---|---|
High: | 6.950 |
Low: | 6.770 |
Previous Close: | 6.920 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.48% | ||
---|---|---|---|
1 Month | -8.09% | ||
3 Months | +11.59% | ||
YTD | +33.78% | ||
1 Year | +120.70% | ||
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 | 4.960 |
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: | 7.208 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 7.262 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 6.378 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 4.940 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 64.06% | |
Volatility 6M: | 58.35% | |
Volatility 1Y: | 65.90% | |
Volatility 3Y: | - |