UBS Call 195 ALV 17.06.2024
/ CH1213915452
UBS Call 195 ALV 17.06.2024/ CH1213915452 /
| 2024-05-16 9:12:18 AM |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.980EUR |
+0.58% |
-
Bid Size: - |
-
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: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.11 |
| Intrinsic value: |
7.04 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.16 |
| Parity: |
7.04 |
| Time value: |
0.12 |
| Break-even: |
266.60 |
| Moneyness: |
1.36 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.14% |
| Delta: |
0.97 |
| Theta: |
-0.06 |
| Omega: |
3.60 |
| Rho: |
0.17 |
Quote data
| Open: |
6.880 |
| High: |
7.030 |
| Low: |
6.870 |
| Previous Close: |
6.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.58% |
| 1 Month |
|
|
+7.55% |
| 3 Months |
|
|
+30.22% |
| YTD |
|
|
+37.13% |
| 1 Year |
|
|
+129.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.150 |
6.940 |
| 1M High / 1M Low: |
7.870 |
6.490 |
| 6M High / 6M Low: |
8.350 |
3.730 |
| High (YTD): |
2024-03-27 |
8.350 |
| Low (YTD): |
2024-01-11 |
4.920 |
| 52W High: |
2024-03-27 |
8.350 |
| 52W Low: |
2023-07-07 |
2.400 |
| Avg. price 1W: |
|
7.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.942 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.607 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
69.63% |
| Volatility 6M: |
|
60.11% |
| Volatility 1Y: |
|
70.25% |
| Volatility 3Y: |
|
- |
