UBS Call 222 ALV 17.06.2024
/ CH1230075405
UBS Call 222 ALV 17.06.2024/ CH1230075405 /
| 2024-05-17 9:06:37 AM |
Chg.+0.200 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.640EUR |
+4.50% |
-
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: |
5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.14 |
| Intrinsic value: |
3.14 |
| Implied volatility: |
4.01 |
| Historic volatility: |
0.15 |
| Parity: |
3.14 |
| Time value: |
1.51 |
| Break-even: |
268.50 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
0.72 |
| Theta: |
-6.30 |
| Omega: |
3.95 |
| Rho: |
0.01 |
Quote data
| Open: |
4.410 |
| High: |
4.690 |
| Low: |
4.400 |
| Previous Close: |
4.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.43% |
| 3 Months |
|
|
+0.43% |
| YTD |
|
|
+75.09% |
| 1 Year |
|
|
+271.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.640 |
4.240 |
| 6M High / 6M Low: |
5.670 |
2.460 |
| High (YTD): |
2024-03-27 |
5.670 |
| Low (YTD): |
2024-01-11 |
2.460 |
| 52W High: |
2024-03-27 |
5.670 |
| 52W Low: |
2023-07-07 |
0.920 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.652 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.550 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
2.38% |
| Volatility 6M: |
|
94.73% |
| Volatility 1Y: |
|
106.49% |
| Volatility 3Y: |
|
- |
