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UBS Call 225 ALV 17.06.2024/  CH1230075421  /

Frankfurt Zert./UBS
5/15/2024  7:33:03 PM Chg.-0.190 Bid9:52:41 PM Ask9:52:41 PM Underlying Strike price Expiration date Option type
3.920EUR -4.62% -
Bid Size: -		 -
Ask Size: -		 ALLIANZ SE NA O.N. 225.00 - 6/17/2024 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: 6/17/2024
Issue date: 11/9/2022
Last trading day: 6/14/2024
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: CL
 
  All quotes in EUR

Performance

1 Week
  -19.51%
1 Month  
+2.62%
3 Months  
+55.56%
YTD  
+62.66%
1 Year  
+192.54%
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): 3/27/2024 5.390
Low (YTD): 1/11/2024 2.160
52W High: 3/27/2024 5.390
52W Low: 7/7/2023 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:   -