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UBS Call 176 ALV 17.06.2024/  CH1213915346  /

Frankfurt Zert./UBS
05/06/2024  11:40:15 Chg.-0.050 Bid11:59:26 Ask- Underlying Strike price Expiration date Option type
8.580EUR -0.58% 8.630
Bid Size: 25,000		 -
Ask Size: -		 ALLIANZ SE NA O.N. 176.00 - 17/06/2024 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: 17/06/2024
Issue date: 18/10/2022
Last trading day: 14/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.02
Leverage: Yes

Calculated values

Fair value: 8.62
Intrinsic value: 8.60
Implied volatility: 1.19
Historic volatility: 0.15
Parity: 8.60
Time value: 0.08
Break-even: 262.80
Moneyness: 1.49
Premium: 0.00
Premium p.a.: 0.10
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.16
Omega: 2.94
Rho: 0.06
 

Quote data

Open: 8.760
High: 8.760
Low: 8.570
Previous Close: 8.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.39%
1 Month
  -3.27%
3 Months  
+8.06%
YTD  
+23.81%
1 Year  
+91.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.350 8.630
1M High / 1M Low: 9.770 8.630
6M High / 6M Low: 10.260 6.600
High (YTD): 27/03/2024 10.260
Low (YTD): 11/01/2024 6.700
52W High: 27/03/2024 10.260
52W Low: 06/07/2023 3.840
Avg. price 1W:   8.990
Avg. volume 1W:   0.000
Avg. price 1M:   9.064
Avg. volume 1M:   0.000
Avg. price 6M:   8.129
Avg. volume 6M:   0.000
Avg. price 1Y:   6.581
Avg. volume 1Y:   0.000
Volatility 1M:   54.09%
Volatility 6M:   44.47%
Volatility 1Y:   49.59%
Volatility 3Y:   -