OverviewChartNewsTraderScreen

UBS Call 220 ALV 17.06.2024/  CH1217409874  /

Frankfurt Zert./UBS
2024-06-05  7:28:18 PM Chg.+0.030 Bid9:52:56 PM Ask- Underlying Strike price Expiration date Option type
4.300EUR +0.70% -
Bid Size: -		 -
Ask Size: -		 ALLIANZ SE NA O.N. 220.00 - 2024-06-17 Call
 

Master data

WKN: UK7KMQ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-06-17
Issue date: 2022-11-01
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.14
Leverage: Yes

Calculated values

Fair value: 4.23
Intrinsic value: 4.20
Implied volatility: 0.57
Historic volatility: 0.15
Parity: 4.20
Time value: 0.07
Break-even: 262.70
Moneyness: 1.19
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: -0.03
Spread %: -0.70%
Delta: 0.96
Theta: -0.11
Omega: 5.90
Rho: 0.07
 

Quote data

Open: 4.390
High: 4.410
Low: 4.170
Previous Close: 4.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.93%
1 Month
  -4.02%
3 Months  
+19.78%
YTD  
+52.48%
1 Year  
+207.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.970 4.270
1M High / 1M Low: 5.370 4.270
6M High / 6M Low: 5.890 2.540
High (YTD): 2024-03-27 5.890
Low (YTD): 2024-01-11 2.580
52W High: 2024-03-27 5.890
52W Low: 2023-07-07 1.020
Avg. price 1W:   4.624
Avg. volume 1W:   0.000
Avg. price 1M:   4.715
Avg. volume 1M:   0.000
Avg. price 6M:   3.855
Avg. volume 6M:   0.000
Avg. price 1Y:   2.749
Avg. volume 1Y:   0.000
Volatility 1M:   93.64%
Volatility 6M:   88.27%
Volatility 1Y:   98.76%
Volatility 3Y:   -