UBS Call 176 ALV 17.06.2024
/ CH1213915346
UBS Call 176 ALV 17.06.2024/ CH1213915346 /
| 6/5/2024 9:31:36 AM |
Chg.+0.040 |
Bid9:36:28 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.670EUR |
+0.46% |
8.600
Bid Size: 25,000 |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
176.00 - |
6/17/2024 |
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: |
6/17/2024 |
| Issue date: |
10/18/2022 |
| Last trading day: |
6/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.50 |
| Intrinsic value: |
9.48 |
| Implied volatility: |
- |
| Historic volatility: |
0.15 |
| Parity: |
9.48 |
| Time value: |
-0.11 |
| Break-even: |
269.70 |
| Moneyness: |
1.54 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
8.760 |
| High: |
8.760 |
| Low: |
8.670 |
| Previous Close: |
8.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.37% |
| 1 Month |
|
|
-2.25% |
| 3 Months |
|
|
+9.19% |
| YTD |
|
|
+25.11% |
| 1 Year |
|
|
+93.53% |
| 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): |
3/27/2024 |
10.260 |
| Low (YTD): |
1/11/2024 |
6.700 |
| 52W High: |
3/27/2024 |
10.260 |
| 52W Low: |
7/6/2023 |
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: |
|
- |
