UBS Call 195 ALV 17.06.2024
/ CH1213915452
UBS Call 195 ALV 17.06.2024/ CH1213915452 /
| 6/5/2024 10:12:16 AM |
Chg.-0.090 |
Bid10:12:16 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.700EUR |
-1.33% |
6.700
Bid Size: 25,000 |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
195.00 - |
6/17/2024 |
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: |
6/17/2024 |
| Issue date: |
10/18/2022 |
| Last trading day: |
6/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.72 |
| Intrinsic value: |
6.70 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.15 |
| Parity: |
6.70 |
| Time value: |
0.05 |
| Break-even: |
262.50 |
| Moneyness: |
1.34 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.44% |
| Delta: |
0.98 |
| Theta: |
-0.09 |
| Omega: |
3.81 |
| Rho: |
0.06 |
Quote data
| Open: |
6.880 |
| High: |
6.910 |
| Low: |
6.680 |
| Previous Close: |
6.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.90% |
| 1 Month |
|
|
-4.15% |
| 3 Months |
|
|
+11.30% |
| YTD |
|
|
+31.63% |
| 1 Year |
|
|
+123.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.480 |
6.790 |
| 1M High / 1M Low: |
7.870 |
6.790 |
| 6M High / 6M Low: |
8.350 |
4.750 |
| High (YTD): |
3/27/2024 |
8.350 |
| Low (YTD): |
1/11/2024 |
4.920 |
| 52W High: |
3/27/2024 |
8.350 |
| 52W Low: |
7/7/2023 |
2.400 |
| Avg. price 1W: |
|
7.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.264 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.835 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
66.13% |
| Volatility 6M: |
|
59.47% |
| Volatility 1Y: |
|
66.88% |
| Volatility 3Y: |
|
- |
