UBS Call 195 ALV 17.06.2024
/ CH1213915452
UBS Call 195 ALV 17.06.2024/ CH1213915452 /
2024-05-16 8:07:04 AM |
Chg.+0.12 |
Bid9:34:49 PM |
Ask9:34:49 PM |
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 - |
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: |
3.79 |
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): |
2024-04-02 |
8.35 |
Low (YTD): |
2024-01-11 |
4.86 |
52W High: |
2024-04-02 |
8.35 |
52W Low: |
2023-05-31 |
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: |
|
- |