UBS Call 228 ALV 17.06.2024
/ CH1230075447
UBS Call 228 ALV 17.06.2024/ CH1230075447 /
| 2024-06-05 9:52:55 PM |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.550EUR |
+1.14% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
228.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8YUE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
228.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-11-09 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.43 |
| Intrinsic value: |
3.40 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.15 |
| Parity: |
3.40 |
| Time value: |
0.19 |
| Break-even: |
263.90 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.08 |
| Spread %: |
2.28% |
| Delta: |
0.89 |
| Theta: |
-0.25 |
| Omega: |
6.53 |
| Rho: |
0.07 |
Quote data
| Open: |
3.600 |
| High: |
3.630 |
| Low: |
3.350 |
| Previous Close: |
3.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.20% |
| 1 Month |
|
|
-3.79% |
| 3 Months |
|
|
+26.79% |
| YTD |
|
|
+62.84% |
| 1 Year |
|
|
+228.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.200 |
3.510 |
| 1M High / 1M Low: |
4.570 |
3.510 |
| 6M High / 6M Low: |
5.070 |
1.900 |
| High (YTD): |
2024-03-27 |
5.070 |
| Low (YTD): |
2024-01-11 |
1.980 |
| 52W High: |
2024-03-27 |
5.070 |
| 52W Low: |
2023-07-07 |
0.710 |
| Avg. price 1W: |
|
3.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.917 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.120 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.168 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
112.04% |
| Volatility 6M: |
|
110.88% |
| Volatility 1Y: |
|
118.05% |
| Volatility 3Y: |
|
- |
