UBS Call 194 ALV 17.06.2024
/ CH1213915445
UBS Call 194 ALV 17.06.2024/ CH1213915445 /
| 2024-05-16 8:07:04 AM |
Chg.+0.12 |
Bid9:31:44 PM |
Ask9:31:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.00EUR |
+1.74% |
7.19
Bid Size: 1,250 |
7.22
Ask Size: 1,250 |
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: |
7.00 |
| High: |
7.00 |
| Low: |
7.00 |
| Previous Close: |
6.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.39% |
| 1 Month |
|
|
+2.34% |
| 3 Months |
|
|
+23.24% |
| YTD |
|
|
+35.66% |
| 1 Year |
|
|
+125.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.26 |
6.88 |
| 1M High / 1M Low: |
7.90 |
6.45 |
| 6M High / 6M Low: |
8.45 |
3.79 |
| High (YTD): |
2024-04-02 |
8.45 |
| Low (YTD): |
2024-01-11 |
4.95 |
| 52W High: |
2024-04-02 |
8.45 |
| 52W Low: |
2023-07-06 |
2.46 |
| Avg. price 1W: |
|
7.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.69 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
78.06% |
| Volatility 6M: |
|
63.97% |
| Volatility 1Y: |
|
68.51% |
| Volatility 3Y: |
|
- |
