UBS Call 164 ALV 17.06.2024
/ CH1213915262
UBS Call 164 ALV 17.06.2024/ CH1213915262 /
| 2024-05-16 8:07:00 AM |
Chg.+0.13 |
Bid9:55:02 PM |
Ask9:55:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.98EUR |
+1.32% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
164.00 - |
2024-06-17 |
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: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.99 |
| Intrinsic value: |
9.93 |
| Implied volatility: |
- |
| Historic volatility: |
0.16 |
| Parity: |
9.93 |
| Time value: |
0.03 |
| Break-even: |
263.60 |
| Moneyness: |
1.61 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.10% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
9.98 |
| High: |
9.98 |
| Low: |
9.98 |
| Previous Close: |
9.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.05% |
| 1 Month |
|
|
+1.84% |
| 3 Months |
|
|
+15.51% |
| YTD |
|
|
+23.82% |
| 1 Year |
|
|
+81.45% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.23 |
9.78 |
| 1M High / 1M Low: |
10.90 |
9.44 |
| 6M High / 6M Low: |
11.43 |
6.60 |
| High (YTD): |
2024-04-02 |
11.43 |
| Low (YTD): |
2024-01-11 |
7.87 |
| 52W High: |
2024-04-02 |
11.43 |
| 52W Low: |
2023-07-06 |
4.85 |
| Avg. price 1W: |
|
10.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.46 |
| Avg. volume 1Y: |
|
6.64 |
| Volatility 1M: |
|
63.03% |
| Volatility 6M: |
|
45.47% |
| Volatility 1Y: |
|
46.46% |
| Volatility 3Y: |
|
- |
