UBS Call 212 ALV 17.06.2024
/ CH1215570990
UBS Call 212 ALV 17.06.2024/ CH1215570990 /
| 6/14/2024 11:31:43 AM |
Chg.-0.20 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.44EUR |
-4.31% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
212.00 - |
6/17/2024 |
Call |
Master data
| WKN: |
UK8SLF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
212.00 - |
| Maturity: |
6/17/2024 |
| Issue date: |
10/28/2022 |
| Last trading day: |
6/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.14 |
| Intrinsic value: |
4.14 |
| Implied volatility: |
2.29 |
| Historic volatility: |
0.15 |
| Parity: |
4.14 |
| Time value: |
0.30 |
| Break-even: |
256.40 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
7.57 |
| Spread abs.: |
0.32 |
| Spread %: |
7.77% |
| Delta: |
0.87 |
| Theta: |
-2.27 |
| Omega: |
4.98 |
| Rho: |
0.01 |
Quote data
| Open: |
4.44 |
| High: |
4.44 |
| Low: |
4.44 |
| Previous Close: |
4.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.45% |
| 1 Month |
|
|
-10.66% |
| 3 Months |
|
|
-20.14% |
| YTD |
|
|
+30.21% |
| 1 Year |
|
|
+153.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.82 |
4.44 |
| 1M High / 1M Low: |
5.83 |
4.44 |
| 6M High / 6M Low: |
6.82 |
3.29 |
| High (YTD): |
4/2/2024 |
6.82 |
| Low (YTD): |
1/11/2024 |
3.29 |
| 52W High: |
4/2/2024 |
6.82 |
| 52W Low: |
7/6/2023 |
1.38 |
| Avg. price 1W: |
|
4.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.47 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
70.29% |
| Volatility 6M: |
|
72.38% |
| Volatility 1Y: |
|
84.43% |
| Volatility 3Y: |
|
- |
