OverviewChartNewsTraderScreen

UBS Call 194 ALV 17.06.2024/  CH1213915445  /

Frankfurt Zert./UBS
6/5/2024  12:48:20 PM Chg.+0.030 Bid12:59:50 PM Ask- Underlying Strike price Expiration date Option type
6.870EUR +0.44% 6.860
Bid Size: 25,000		 -
Ask Size: -		 ALLIANZ SE NA O.N. 194.00 - 6/17/2024 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: 6/17/2024
Issue date: 10/18/2022
Last trading day: 6/14/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.81
Leverage: Yes

Calculated values

Fair value: 6.82
Intrinsic value: 6.80
Implied volatility: 0.93
Historic volatility: 0.15
Parity: 6.80
Time value: 0.08
Break-even: 262.80
Moneyness: 1.35
Premium: 0.00
Premium p.a.: 0.10
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.15
Omega: 3.69
Rho: 0.06
 

Quote data

Open: 6.970
High: 6.970
Low: 6.740
Previous Close: 6.840
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.86%
1 Month
  -2.83%
3 Months  
+11.71%
YTD  
+32.63%
1 Year  
+124.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.530 6.840
1M High / 1M Low: 7.970 6.840
6M High / 6M Low: 8.470 4.870
High (YTD): 3/27/2024 8.470
Low (YTD): 1/11/2024 4.950
52W High: 3/27/2024 8.470
52W Low: 7/6/2023 2.460
Avg. price 1W:   7.194
Avg. volume 1W:   0.000
Avg. price 1M:   7.277
Avg. volume 1M:   0.000
Avg. price 6M:   6.357
Avg. volume 6M:   0.000
Avg. price 1Y:   4.923
Avg. volume 1Y:   0.000
Volatility 1M:   65.55%
Volatility 6M:   56.59%
Volatility 1Y:   64.02%
Volatility 3Y:   -