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UBS Call 226 ALV 17.06.2024/  CH1230075439  /

Frankfurt Zert./UBS
6/5/2024  11:10:04 AM Chg.-0.060 Bid11:25:18 AM Ask- Underlying Strike price Expiration date Option type
3.600EUR -1.64% 3.560
Bid Size: 25,000		 -
Ask Size: -		 ALLIANZ SE NA O.N. 226.00 - 6/17/2024 Call
 

Master data

WKN: UK8SC2
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 226.00 -
Maturity: 6/17/2024
Issue date: 11/9/2022
Last trading day: 6/14/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.06
Leverage: Yes

Calculated values

Fair value: 3.63
Intrinsic value: 3.60
Implied volatility: 0.57
Historic volatility: 0.15
Parity: 3.60
Time value: 0.11
Break-even: 263.10
Moneyness: 1.16
Premium: 0.00
Premium p.a.: 0.14
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.17
Omega: 6.59
Rho: 0.07
 

Quote data

Open: 3.800
High: 3.800
Low: 3.590
Previous Close: 3.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.76%
1 Month
  -6.98%
3 Months  
+19.21%
YTD  
+54.51%
1 Year  
+210.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.360 3.660
1M High / 1M Low: 4.770 3.660
6M High / 6M Low: 5.290 2.070
High (YTD): 3/27/2024 5.290
Low (YTD): 1/11/2024 2.080
52W High: 3/27/2024 5.290
52W Low: 7/7/2023 0.800
Avg. price 1W:   4.002
Avg. volume 1W:   0.000
Avg. price 1M:   4.110
Avg. volume 1M:   0.000
Avg. price 6M:   3.299
Avg. volume 6M:   0.000
Avg. price 1Y:   2.308
Avg. volume 1Y:   28.125
Volatility 1M:   107.93%
Volatility 6M:   103.03%
Volatility 1Y:   108.76%
Volatility 3Y:   -