UBS Call 225 ALV 17.06.2024
/ CH1230075421
UBS Call 225 ALV 17.06.2024/ CH1230075421 /
| 2024-05-17 9:06:37 AM |
Chg.+0.200 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.340EUR |
+4.83% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.73 |
| Intrinsic value: |
3.70 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.15 |
| Parity: |
3.70 |
| Time value: |
0.65 |
| Break-even: |
268.50 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
0.81 |
| Theta: |
-0.62 |
| Omega: |
4.86 |
| Rho: |
0.06 |
Quote data
| Open: |
4.120 |
| High: |
4.390 |
| Low: |
4.110 |
| Previous Close: |
4.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.77% |
| 3 Months |
|
|
+40.91% |
| YTD |
|
|
+80.08% |
| 1 Year |
|
|
+267.80% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.870 |
3.940 |
| 6M High / 6M Low: |
5.370 |
2.140 |
| High (YTD): |
2024-03-27 |
5.370 |
| Low (YTD): |
2024-01-11 |
2.210 |
| 52W High: |
2024-03-27 |
5.370 |
| 52W Low: |
2023-07-07 |
0.810 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.313 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.288 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
122.35% |
| Volatility 6M: |
|
104.33% |
| Volatility 1Y: |
|
112.08% |
| Volatility 3Y: |
|
- |
