UBS Call 164 ALV 17.06.2024
/ CH1213915262
UBS Call 164 ALV 17.06.2024/ CH1213915262 /
| 6/4/2024 7:38:51 PM |
Chg.-0.720 |
Bid9:53:42 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.830EUR |
-6.82% |
-
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: |
2.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.70 |
| Intrinsic value: |
10.68 |
| Implied volatility: |
- |
| Historic volatility: |
0.15 |
| Parity: |
10.68 |
| Time value: |
-0.13 |
| Break-even: |
269.50 |
| Moneyness: |
1.65 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.13 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.19% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
10.380 |
| High: |
10.380 |
| Low: |
9.640 |
| Previous Close: |
10.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.70% |
| 1 Month |
|
|
-2.48% |
| 3 Months |
|
|
+7.67% |
| YTD |
|
|
+21.66% |
| 1 Year |
|
|
+78.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.550 |
9.830 |
| 1M High / 1M Low: |
10.960 |
9.830 |
| 6M High / 6M Low: |
11.450 |
7.760 |
| High (YTD): |
3/27/2024 |
11.450 |
| Low (YTD): |
1/11/2024 |
7.870 |
| 52W High: |
3/27/2024 |
11.450 |
| 52W Low: |
7/6/2023 |
4.860 |
| Avg. price 1W: |
|
10.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.311 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
7.718 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
48.43% |
| Volatility 6M: |
|
39.35% |
| Volatility 1Y: |
|
42.78% |
| Volatility 3Y: |
|
- |
