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UBS Call 176 ALV 17.06.2024/  CH1213915346  /

Frankfurt Zert./UBS
2024-05-15  3:54:56 PM Chg.-0.190 Bid4:59:55 PM Ask4:59:55 PM Underlying Strike price Expiration date Option type
8.830EUR -2.11% -
Bid Size: -		 -
Ask Size: -		 ALLIANZ SE NA O.N. 176.00 - 2024-06-17 Call
 

Master data

WKN: UK8M2V
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 176.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.93
Leverage: Yes

Calculated values

Fair value: 9.00
Intrinsic value: 8.94
Implied volatility: 0.76
Historic volatility: 0.16
Parity: 8.94
Time value: 0.13
Break-even: 266.70
Moneyness: 1.51
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 0.33%
Delta: 0.97
Theta: -0.08
Omega: 2.85
Rho: 0.15
 

Quote data

Open: 8.520
High: 8.830
Low: 8.520
Previous Close: 9.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.23%
1 Month  
+5.50%
3 Months  
+21.29%
YTD  
+27.42%
1 Year  
+96.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.030 8.810
1M High / 1M Low: 9.770 8.370
6M High / 6M Low: 10.260 5.460
High (YTD): 2024-03-27 10.260
Low (YTD): 2024-01-11 6.700
52W High: 2024-03-27 10.260
52W Low: 2023-05-31 3.820
Avg. price 1W:   8.928
Avg. volume 1W:   0.000
Avg. price 1M:   9.005
Avg. volume 1M:   0.000
Avg. price 6M:   7.795
Avg. volume 6M:   0.000
Avg. price 1Y:   6.329
Avg. volume 1Y:   9.375
Volatility 1M:   56.52%
Volatility 6M:   44.79%
Volatility 1Y:   52.46%
Volatility 3Y:   -