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UBS Call 194 ALV 17.06.2024/  CH1213915445  /

Frankfurt Zert./UBS
2024-05-16  8:48:43 AM Chg.-0.050 Bid9:12:23 AM Ask9:12:23 AM Underlying Strike price Expiration date Option type
6.990EUR -0.71% -
Bid Size: -		 -
Ask Size: -		 ALLIANZ SE NA O.N. 194.00 - 2024-06-17 Call
 

Master data

WKN: UK7861
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 194.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.73
Leverage: Yes

Calculated values

Fair value: 7.00
Intrinsic value: 6.93
Implied volatility: 0.58
Historic volatility: 0.16
Parity: 6.93
Time value: 0.12
Break-even: 264.50
Moneyness: 1.36
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.14%
Delta: 0.97
Theta: -0.07
Omega: 3.62
Rho: 0.16
 

Quote data

Open: 6.990
High: 6.990
Low: 6.990
Previous Close: 7.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.43%
1 Month  
+6.39%
3 Months  
+26.86%
YTD  
+34.94%
1 Year  
+124.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.250 7.020
1M High / 1M Low: 7.970 6.570
6M High / 6M Low: 8.470 3.790
High (YTD): 2024-03-27 8.470
Low (YTD): 2024-01-11 4.950
52W High: 2024-03-27 8.470
52W Low: 2023-07-06 2.460
Avg. price 1W:   7.146
Avg. volume 1W:   0.000
Avg. price 1M:   7.212
Avg. volume 1M:   0.000
Avg. price 6M:   6.034
Avg. volume 6M:   0.000
Avg. price 1Y:   4.693
Avg. volume 1Y:   14.453
Volatility 1M:   70.49%
Volatility 6M:   57.66%
Volatility 1Y:   67.46%
Volatility 3Y:   -