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UBS Call 195 ALV 17.06.2024/  CH1213915452  /

Frankfurt Zert./UBS
2024-06-06  12:10:43 PM Chg.+0.080 Bid12:44:32 PM Ask- Underlying Strike price Expiration date Option type
6.860EUR +1.18% 6.860
Bid Size: 25,000		 -
Ask Size: -		 ALLIANZ SE NA O.N. 195.00 - 2024-06-17 Call
 

Master data

WKN: UK78WS
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 195.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.85
Leverage: Yes

Calculated values

Fair value: 6.80
Intrinsic value: 6.78
Implied volatility: 0.81
Historic volatility: 0.15
Parity: 6.78
Time value: 0.04
Break-even: 263.20
Moneyness: 1.35
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.08
Omega: 3.80
Rho: 0.06
 

Quote data

Open: 6.810
High: 6.860
Low: 6.710
Previous Close: 6.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.38%
1 Month
  -7.42%
3 Months  
+12.28%
YTD  
+35.57%
1 Year  
+125.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.460 6.750
1M High / 1M Low: 7.870 6.750
6M High / 6M Low: 8.370 4.840
High (YTD): 2024-03-27 8.370
Low (YTD): 2024-01-11 4.860
52W High: 2024-03-27 8.370
52W Low: 2023-07-06 2.400
Avg. price 1W:   7.078
Avg. volume 1W:   0.000
Avg. price 1M:   7.161
Avg. volume 1M:   0.000
Avg. price 6M:   6.275
Avg. volume 6M:   0.000
Avg. price 1Y:   4.848
Avg. volume 1Y:   0.000
Volatility 1M:   64.42%
Volatility 6M:   56.80%
Volatility 1Y:   64.83%
Volatility 3Y:   -