UBS Call 224 ALV 17.06.2024
/ CH1230075413
UBS Call 224 ALV 17.06.2024/ CH1230075413 /
| 2024-05-17 9:06:37 AM |
Chg.+0.200 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.440EUR |
+4.72% |
-
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: |
6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.46 |
| Intrinsic value: |
4.43 |
| Implied volatility: |
- |
| Historic volatility: |
0.15 |
| Parity: |
4.43 |
| Time value: |
0.02 |
| Break-even: |
268.50 |
| Moneyness: |
1.20 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.220 |
| High: |
4.490 |
| Low: |
4.200 |
| Previous Close: |
4.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.56% |
| 3 Months |
|
|
+46.05% |
| YTD |
|
|
+78.31% |
| 1 Year |
|
|
+246.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.970 |
4.040 |
| 6M High / 6M Low: |
5.470 |
1.970 |
| High (YTD): |
2024-03-27 |
5.470 |
| Low (YTD): |
2024-01-11 |
2.290 |
| 52W High: |
2024-03-27 |
5.470 |
| 52W Low: |
2023-07-07 |
0.850 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.368 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.392 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.364 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
128.59% |
| Volatility 6M: |
|
102.89% |
| Volatility 1Y: |
|
109.38% |
| Volatility 3Y: |
|
- |
