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UBS Call 210 ALV 17.06.2024/  CH1215570982  /

Frankfurt Zert./UBS
2024-06-05  7:34:07 PM Chg.+0.030 Bid9:52:25 PM Ask- Underlying Strike price Expiration date Option type
5.280EUR +0.57% -
Bid Size: -		 -
Ask Size: -		 ALLIANZ SE NA O.N. 210.00 - 2024-06-17 Call
 

Master data

WKN: UK8672
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 210.00 -
Maturity: 2024-06-17
Issue date: 2022-10-28
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.99
Leverage: Yes

Calculated values

Fair value: 5.23
Intrinsic value: 5.20
Implied volatility: 0.62
Historic volatility: 0.15
Parity: 5.20
Time value: 0.05
Break-even: 262.50
Moneyness: 1.25
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: -0.04
Spread %: -0.76%
Delta: 0.98
Theta: -0.08
Omega: 4.88
Rho: 0.07
 

Quote data

Open: 5.380
High: 5.400
Low: 5.160
Previous Close: 5.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.58%
1 Month
  -3.47%
3 Months  
+15.28%
YTD  
+43.09%
1 Year  
+170.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.960 5.250
1M High / 1M Low: 6.370 5.250
6M High / 6M Low: 6.880 3.400
High (YTD): 2024-03-27 6.880
Low (YTD): 2024-01-11 3.460
52W High: 2024-03-27 6.880
52W Low: 2023-07-06 1.480
Avg. price 1W:   5.612
Avg. volume 1W:   0.000
Avg. price 1M:   5.703
Avg. volume 1M:   0.000
Avg. price 6M:   4.804
Avg. volume 6M:   60
Avg. price 1Y:   3.541
Avg. volume 1Y:   29.297
Volatility 1M:   79.84%
Volatility 6M:   72.69%
Volatility 1Y:   82.23%
Volatility 3Y:   -