UBS Call 222 ALV 17.06.2024
/ CH1230075405
UBS Call 222 ALV 17.06.2024/ CH1230075405 /
| 2024-05-17 8:39:40 AM |
Chg.- |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.42EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
222.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK858J |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
222.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-11-09 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.41 |
| Intrinsic value: |
4.37 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.15 |
| Parity: |
4.37 |
| Time value: |
0.28 |
| Break-even: |
268.50 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
0.89 |
| Theta: |
-0.25 |
| Omega: |
5.08 |
| Rho: |
0.09 |
Quote data
| Open: |
4.42 |
| High: |
4.42 |
| Low: |
4.42 |
| Previous Close: |
4.20 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.00% |
| 3 Months |
|
|
+39.87% |
| YTD |
|
|
+72.66% |
| 1 Year |
|
|
+274.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.11 |
4.20 |
| 6M High / 6M Low: |
5.67 |
1.79 |
| High (YTD): |
2024-04-02 |
5.67 |
| Low (YTD): |
2024-01-11 |
2.40 |
| 52W High: |
2024-04-02 |
5.67 |
| 52W Low: |
2023-07-07 |
0.94 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.49 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
114.67% |
| Volatility 6M: |
|
99.14% |
| Volatility 1Y: |
|
105.07% |
| Volatility 3Y: |
|
- |
