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UBS Call 226 ALV 17.06.2024/  CH1230075439  /

Frankfurt Zert./UBS
16/05/2024  08:38:15 Chg.-0.010 Bid09:12:22 Ask09:12:22 Underlying Strike price Expiration date Option type
3.810EUR -0.26% -
Bid Size: -		 -
Ask Size: -		 ALLIANZ SE NA O.N. 226.00 - 17/06/2024 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: 17/06/2024
Issue date: 09/11/2022
Last trading day: 14/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.80
Leverage: Yes

Calculated values

Fair value: 3.81
Intrinsic value: 3.73
Implied volatility: 0.34
Historic volatility: 0.16
Parity: 3.73
Time value: 0.14
Break-even: 264.70
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 0.78%
Delta: 0.95
Theta: -0.07
Omega: 6.43
Rho: 0.18
 

Quote data

Open: 3.810
High: 3.810
Low: 3.810
Previous Close: 3.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.30%
1 Month  
+13.06%
3 Months  
+52.40%
YTD  
+63.52%
1 Year  
+204.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.100 3.820
1M High / 1M Low: 4.770 3.370
6M High / 6M Low: 5.290 1.300
High (YTD): 27/03/2024 5.290
Low (YTD): 11/01/2024 2.080
52W High: 27/03/2024 5.290
52W Low: 07/07/2023 0.800
Avg. price 1W:   3.966
Avg. volume 1W:   0.000
Avg. price 1M:   4.027
Avg. volume 1M:   0.000
Avg. price 6M:   3.032
Avg. volume 6M:   0.000
Avg. price 1Y:   2.150
Avg. volume 1Y:   28.125
Volatility 1M:   124.24%
Volatility 6M:   106.67%
Volatility 1Y:   112.22%
Volatility 3Y:   -