UBS Call 185 ALV 17.06.2024
/ CH1213915395
UBS Call 185 ALV 17.06.2024/ CH1213915395 /
| 2024-05-16 9:12:17 AM |
Chg.+0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.970EUR |
+0.63% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
185.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8B38 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.89 |
| Intrinsic value: |
7.83 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.16 |
| Parity: |
7.83 |
| Time value: |
0.10 |
| Break-even: |
264.30 |
| Moneyness: |
1.42 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.13% |
| Delta: |
0.98 |
| Theta: |
-0.06 |
| Omega: |
3.25 |
| Rho: |
0.16 |
Quote data
| Open: |
7.880 |
| High: |
8.020 |
| Low: |
7.860 |
| Previous Close: |
7.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.50% |
| 1 Month |
|
|
+6.41% |
| 3 Months |
|
|
+25.71% |
| YTD |
|
|
+31.95% |
| 1 Year |
|
|
+110.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.140 |
7.920 |
| 1M High / 1M Low: |
8.870 |
7.490 |
| 6M High / 6M Low: |
9.340 |
4.640 |
| High (YTD): |
2024-03-27 |
9.340 |
| Low (YTD): |
2024-01-11 |
5.890 |
| 52W High: |
2024-03-27 |
9.340 |
| 52W Low: |
2023-07-07 |
3.130 |
| Avg. price 1W: |
|
8.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.918 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.503 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
61.69% |
| Volatility 6M: |
|
52.10% |
| Volatility 1Y: |
|
60.89% |
| Volatility 3Y: |
|
- |
