UBS Call 225 ALV 17.06.2024
/ CH1230075421
UBS Call 225 ALV 17.06.2024/ CH1230075421 /
2024-05-15 2:52:33 PM |
Chg.-0.140 |
Bid3:31:04 PM |
Ask3:31:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.970EUR |
-3.41% |
3.890 Bid Size: 25,000 |
3.900 Ask Size: 25,000 |
ALLIANZ SE NA O.N. |
225.00 - |
2024-06-17 |
Call |
Master data
WKN: |
UK87RC |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ALLIANZ SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
225.00 - |
Maturity: |
2024-06-17 |
Issue date: |
2022-11-09 |
Last trading day: |
2024-06-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.12 |
Intrinsic value: |
4.04 |
Implied volatility: |
0.41 |
Historic volatility: |
0.16 |
Parity: |
4.04 |
Time value: |
0.20 |
Break-even: |
267.40 |
Moneyness: |
1.18 |
Premium: |
0.01 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.08 |
Spread %: |
1.92% |
Delta: |
0.92 |
Theta: |
-0.09 |
Omega: |
5.77 |
Rho: |
0.18 |
Quote data
Open: |
3.680 |
High: |
3.990 |
Low: |
3.680 |
Previous Close: |
4.110 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-18.48% |
1 Month |
|
|
+3.93% |
3 Months |
|
|
+57.54% |
YTD |
|
|
+64.73% |
1 Year |
|
|
+196.27% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.870 |
3.960 |
1M High / 1M Low: |
4.870 |
3.520 |
6M High / 6M Low: |
5.390 |
1.270 |
High (YTD): |
2024-03-27 |
5.390 |
Low (YTD): |
2024-01-11 |
2.160 |
52W High: |
2024-03-27 |
5.390 |
52W Low: |
2023-07-07 |
0.830 |
Avg. price 1W: |
|
4.244 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.120 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.097 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.201 |
Avg. volume 1Y: |
|
26.563 |
Volatility 1M: |
|
118.85% |
Volatility 6M: |
|
103.19% |
Volatility 1Y: |
|
111.01% |
Volatility 3Y: |
|
- |