UBS Call 195 ALV 17.06.2024
/ CH1213915452
UBS Call 195 ALV 17.06.2024/ CH1213915452 /
| 16/05/2024 08:07:04 |
Chg.+0.12 |
Bid21:34:49 |
Ask21:34:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.90EUR |
+1.77% |
7.09
Bid Size: 1,250 |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
195.00 - |
17/06/2024 |
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: |
17/06/2024 |
| Issue date: |
18/10/2022 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.90 |
| Intrinsic value: |
6.83 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.16 |
| Parity: |
6.83 |
| Time value: |
0.11 |
| Break-even: |
264.40 |
| Moneyness: |
1.35 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.06 |
| Omega: |
3.70 |
| Rho: |
0.16 |
Quote data
| Open: |
6.90 |
| High: |
6.90 |
| Low: |
6.90 |
| Previous Close: |
6.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
+2.37% |
| 3 Months |
|
|
+23.43% |
| YTD |
|
|
+36.36% |
| 1 Year |
|
|
+126.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.16 |
6.78 |
| 1M High / 1M Low: |
7.80 |
6.35 |
| 6M High / 6M Low: |
8.35 |
3.70 |
| High (YTD): |
02/04/2024 |
8.35 |
| Low (YTD): |
11/01/2024 |
4.86 |
| 52W High: |
02/04/2024 |
8.35 |
| 52W Low: |
31/05/2023 |
2.38 |
| Avg. price 1W: |
|
7.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.60 |
| Avg. volume 1Y: |
|
14.12 |
| Volatility 1M: |
|
79.58% |
| Volatility 6M: |
|
65.18% |
| Volatility 1Y: |
|
72.31% |
| Volatility 3Y: |
|
- |
