ALVG.DE Warrant 06/24/ CH1217409874 /
| 2024-06-06 9:54:34 AM | Chg.-0.070 | Bid9:54:34 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.270EUR | -1.61% | 4.270 Bid Size: 25,000 |
- Ask Size: - |
ALLIANZ SE NA O.N. | 220.00 - | 2024-06-17 | Call |
Master data
| WKN: | UK7KMQ |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2022-11-01 |
| Last trading day: | 2024-06-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.23 |
|---|---|
| Intrinsic value: | 4.20 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.15 |
| Parity: | 4.20 |
| Time value: | 0.07 |
| Break-even: | 262.70 |
| Moneyness: | 1.19 |
| Premium: | 0.00 |
| Premium p.a.: | 0.08 |
| Spread abs.: | -0.03 |
| Spread %: | -0.70% |
| Delta: | 0.96 |
| Theta: | -0.11 |
| Omega: | 5.90 |
| Rho: | 0.07 |
Quote data
| Open: | 4.330 |
|---|---|
| High: | 4.370 |
| Low: | 4.180 |
| Previous Close: | 4.340 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.17% | ||
|---|---|---|---|
| 1 Month | -14.43% | ||
| 3 Months | +16.67% | ||
| YTD | +51.42% | ||
| 1 Year | +192.47% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.990 | 4.300 |
|---|---|---|
| 1M High / 1M Low: | 5.370 | 4.300 |
| 6M High / 6M Low: | 5.870 | 2.630 |
| High (YTD): | 2024-03-27 | 5.870 |
| Low (YTD): | 2024-01-11 | 2.630 |
| 52W High: | 2024-03-27 | 5.870 |
| 52W Low: | 2023-07-07 | 1.000 |
| Avg. price 1W: | 4.626 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.695 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.871 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 2.751 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 91.93% | |
| Volatility 6M: | 92.31% | |
| Volatility 1Y: | 101.95% | |
| Volatility 3Y: | - |
