UBS Call 226 ALV 17.06.2024
/ CH1230075439
UBS Call 226 ALV 17.06.2024/ CH1230075439 /
| 2024-06-05 9:54:22 PM |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.750EUR |
+1.08% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
226.00 - |
2024-06-17 |
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: |
2024-06-17 |
| Issue date: |
2022-11-09 |
| Last trading day: |
2024-06-14 |
| 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: |
3.830 |
| Low: |
3.550 |
| Previous Close: |
3.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.09% |
| 1 Month |
|
|
-3.60% |
| 3 Months |
|
|
+25.42% |
| YTD |
|
|
+60.94% |
| 1 Year |
|
|
+223.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.400 |
3.710 |
| 1M High / 1M Low: |
4.770 |
3.710 |
| 6M High / 6M Low: |
5.270 |
2.050 |
| High (YTD): |
2024-03-27 |
5.270 |
| Low (YTD): |
2024-01-11 |
2.130 |
| 52W High: |
2024-03-27 |
5.270 |
| 52W Low: |
2023-07-07 |
0.780 |
| Avg. price 1W: |
|
4.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.301 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.308 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
107.42% |
| Volatility 6M: |
|
105.87% |
| Volatility 1Y: |
|
113.20% |
| Volatility 3Y: |
|
- |
