ALVG.DE Warrant 06/24/ CH1217409858 /
| 2024-06-05 9:54:22 PM | Chg.+0.040 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.740EUR | +0.85% | - Bid Size: - |
- Ask Size: - |
ALLIANZ SE NA O.N. | 216.00 - | 2024-06-17 | Call |
Master data
| WKN: | UK7RAB |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 216.00 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2022-11-01 |
| Last trading day: | 2024-06-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.63 |
|---|---|
| Intrinsic value: | 4.60 |
| Implied volatility: | 0.68 |
| Historic volatility: | 0.15 |
| Parity: | 4.60 |
| Time value: | 0.10 |
| Break-even: | 263.00 |
| Moneyness: | 1.21 |
| Premium: | 0.00 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.95 |
| Theta: | -0.16 |
| Omega: | 5.29 |
| Rho: | 0.07 |
Quote data
| Open: | 4.790 |
|---|---|
| High: | 4.820 |
| Low: | 4.530 |
| Previous Close: | 4.700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.66% | ||
|---|---|---|---|
| 1 Month | -3.07% | ||
| 3 Months | +20.00% | ||
| YTD | +50.00% | ||
| 1 Year | +187.27% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.390 | 4.700 |
|---|---|---|
| 1M High / 1M Low: | 5.770 | 4.700 |
| 6M High / 6M Low: | 6.260 | 2.850 |
| High (YTD): | 2024-03-27 | 6.260 |
| Low (YTD): | 2024-01-11 | 2.970 |
| 52W High: | 2024-03-27 | 6.260 |
| 52W Low: | 2023-07-07 | 1.170 |
| Avg. price 1W: | 5.038 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.106 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.234 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.058 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 87.19% | |
| Volatility 6M: | 84.94% | |
| Volatility 1Y: | 94.35% | |
| Volatility 3Y: | - |
