UBS Call 224 ALV 17.06.2024
/ CH1230075413
UBS Call 224 ALV 17.06.2024/ CH1230075413 /
| 2024-05-17 8:22:50 AM |
Chg.-0.020 |
Bid9:06:45 AM |
Ask9:06:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.220EUR |
-0.47% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
224.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK83EV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
224.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-11-09 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.83 |
| Intrinsic value: |
3.80 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.15 |
| Parity: |
3.80 |
| Time value: |
0.65 |
| Break-even: |
268.50 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
0.81 |
| Theta: |
-0.62 |
| Omega: |
4.76 |
| Rho: |
0.06 |
Quote data
| Open: |
4.220 |
| High: |
4.220 |
| Low: |
4.220 |
| Previous Close: |
4.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.18% |
| 3 Months |
|
|
+31.46% |
| YTD |
|
|
+69.48% |
| 1 Year |
|
|
+237.60% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.960 |
4.020 |
| 6M High / 6M Low: |
5.490 |
2.220 |
| High (YTD): |
2024-03-27 |
5.490 |
| Low (YTD): |
2024-01-11 |
2.240 |
| 52W High: |
2024-03-27 |
5.490 |
| 52W Low: |
2023-07-06 |
0.860 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.367 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.399 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.362 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
117.58% |
| Volatility 6M: |
|
98.17% |
| Volatility 1Y: |
|
105.20% |
| Volatility 3Y: |
|
- |
