UBS Call 235 ALV 17.06.2024
/ CH1234592157
UBS Call 235 ALV 17.06.2024/ CH1234592157 /
2024-06-07 9:54:35 PM |
Chg.-0.230 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.700EUR |
-7.85% |
- Bid Size: - |
- Ask Size: - |
ALLIANZ SE NA O.N. |
235.00 - |
2024-06-17 |
Call |
Master data
WKN: |
UK9SWP |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ALLIANZ SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
235.00 - |
Maturity: |
2024-06-17 |
Issue date: |
2022-12-02 |
Last trading day: |
2024-06-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.67 |
Intrinsic value: |
2.65 |
Implied volatility: |
0.70 |
Historic volatility: |
0.15 |
Parity: |
2.65 |
Time value: |
0.26 |
Break-even: |
264.10 |
Moneyness: |
1.11 |
Premium: |
0.01 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.21 |
Spread %: |
7.78% |
Delta: |
0.85 |
Theta: |
-0.40 |
Omega: |
7.63 |
Rho: |
0.05 |
Quote data
Open: |
2.910 |
High: |
2.970 |
Low: |
2.550 |
Previous Close: |
2.930 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.82% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
+3.85% |
YTD |
|
|
+61.68% |
1 Year |
|
|
+269.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.510 |
2.700 |
1M High / 1M Low: |
3.510 |
2.700 |
6M High / 6M Low: |
4.380 |
1.470 |
High (YTD): |
2024-03-27 |
4.380 |
Low (YTD): |
2024-01-11 |
1.470 |
52W High: |
2024-03-27 |
4.380 |
52W Low: |
2023-07-07 |
0.520 |
Avg. price 1W: |
|
2.962 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.107 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.547 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.738 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
107.50% |
Volatility 6M: |
|
131.60% |
Volatility 1Y: |
|
134.66% |
Volatility 3Y: |
|
- |