ALVG.DE Warrant 06/24/ CH1215570958 /
| 2024-06-03 7:21:39 PM | Chg.+0.080 | Bid7:21:39 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.470EUR | +1.25% | 6.470 Bid Size: 1,250 |
- Ask Size: - |
ALLIANZ SE NA O.N. | 205.00 - | 2024-06-17 | Call |
Master data
| WKN: | UK879T |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 205.00 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2022-10-28 |
| Last trading day: | 2024-06-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.36 |
|---|---|
| Intrinsic value: | 6.33 |
| Implied volatility: | 0.79 |
| Historic volatility: | 0.15 |
| Parity: | 6.33 |
| Time value: | 0.09 |
| Break-even: | 269.20 |
| Moneyness: | 1.31 |
| Premium: | 0.00 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 0.47% |
| Delta: | 0.97 |
| Theta: | -0.13 |
| Omega: | 4.03 |
| Rho: | 0.07 |
Quote data
| Open: | 6.480 |
|---|---|
| High: | 6.660 |
| Low: | 6.390 |
| Previous Close: | 6.390 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.03% | ||
|---|---|---|---|
| 1 Month | +8.01% | ||
| 3 Months | +26.37% | ||
| YTD | +55.90% | ||
| 1 Year | +178.88% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.390 | 5.910 |
|---|---|---|
| 1M High / 1M Low: | 6.870 | 5.870 |
| 6M High / 6M Low: | 7.360 | 3.550 |
| High (YTD): | 2024-03-27 | 7.360 |
| Low (YTD): | 2024-01-11 | 3.980 |
| 52W High: | 2024-03-27 | 7.360 |
| 52W Low: | 2023-07-07 | 1.750 |
| Avg. price 1W: | 6.120 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.194 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.265 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.946 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 71.03% | |
| Volatility 6M: | 69.08% | |
| Volatility 1Y: | 78.28% | |
| Volatility 3Y: | - |
