ALVG.DE Warrant 06/24/ CH1213915262 /
| 6/5/2024 9:52:55 PM | Chg.+0.040 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 9.920EUR | +0.40% | - Bid Size: - |
- Ask Size: - |
ALLIANZ SE NA O.N. | 164.00 - | 6/17/2024 | Call |
Master data
| WKN: | UK8KNS |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 164.00 - |
| Maturity: | 6/17/2024 |
| Issue date: | 10/18/2022 |
| Last trading day: | 6/14/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 9.82 |
|---|---|
| Intrinsic value: | 9.80 |
| Implied volatility: | 1.38 |
| Historic volatility: | 0.15 |
| Parity: | 9.80 |
| Time value: | 0.08 |
| Break-even: | 262.80 |
| Moneyness: | 1.60 |
| Premium: | 0.00 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.98 |
| Theta: | -0.16 |
| Omega: | 2.59 |
| Rho: | 0.05 |
Quote data
| Open: | 9.970 |
|---|---|
| High: | 10.000 |
| Low: | 9.710 |
| Previous Close: | 9.880 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.46% | ||
|---|---|---|---|
| 1 Month | -5.88% | ||
| 3 Months | +8.06% | ||
| YTD | +22.77% | ||
| 1 Year | +76.83% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 10.570 | 9.880 |
|---|---|---|
| 1M High / 1M Low: | 10.970 | 9.880 |
| 6M High / 6M Low: | 11.430 | 7.850 |
| High (YTD): | 3/27/2024 | 11.430 |
| Low (YTD): | 1/11/2024 | 7.940 |
| 52W High: | 3/27/2024 | 11.430 |
| 52W Low: | 7/7/2023 | 4.870 |
| Avg. price 1W: | 10.202 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 10.249 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 9.336 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 7.738 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 46.17% | |
| Volatility 6M: | 40.48% | |
| Volatility 1Y: | 43.87% | |
| Volatility 3Y: | - |
