UBS Call 194 ALV 17.06.2024
/ CH1213915445
UBS Call 194 ALV 17.06.2024/ CH1213915445 /
| 05/06/2024 08:07:35 |
Chg.-0.40 |
Bid22:00:15 |
Ask22:00:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.98EUR |
-5.42% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
194.00 - |
17/06/2024 |
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: |
17/06/2024 |
| Issue date: |
18/10/2022 |
| Last trading day: |
14/06/2024 |
| 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: |
6.98 |
| High: |
6.98 |
| Low: |
6.98 |
| Previous Close: |
7.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.27% |
| 1 Month |
|
|
-6.18% |
| 3 Months |
|
|
+17.71% |
| YTD |
|
|
+35.27% |
| 1 Year |
|
|
+127.36% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.58 |
6.89 |
| 1M High / 1M Low: |
7.90 |
6.88 |
| 6M High / 6M Low: |
8.45 |
4.85 |
| High (YTD): |
02/04/2024 |
8.45 |
| Low (YTD): |
11/01/2024 |
4.95 |
| 52W High: |
02/04/2024 |
8.45 |
| 52W Low: |
06/07/2023 |
2.46 |
| Avg. price 1W: |
|
7.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.92 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
62.59% |
| Volatility 6M: |
|
62.79% |
| Volatility 1Y: |
|
66.92% |
| Volatility 3Y: |
|
- |
