UBS Call 235 ALV 17.06.2024
/ CH1234592157
UBS Call 235 ALV 17.06.2024/ CH1234592157 /
| 6/10/2024 8:38:27 AM |
Chg.-0.34 |
Bid8:55:03 AM |
Ask8:55:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.57EUR |
-11.68% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
235.00 - |
6/17/2024 |
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: |
6/17/2024 |
| Issue date: |
12/2/2022 |
| Last trading day: |
6/14/2024 |
| 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: |
2.57 |
| High: |
2.57 |
| Low: |
2.57 |
| Previous Close: |
2.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.36% |
| 1 Month |
|
|
-16.83% |
| 3 Months |
|
|
-0.77% |
| YTD |
|
|
+60.63% |
| 1 Year |
|
|
+256.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.49 |
2.86 |
| 1M High / 1M Low: |
3.49 |
2.86 |
| 6M High / 6M Low: |
4.38 |
1.43 |
| High (YTD): |
4/2/2024 |
4.38 |
| Low (YTD): |
1/11/2024 |
1.43 |
| 52W High: |
4/2/2024 |
4.38 |
| 52W Low: |
7/7/2023 |
0.53 |
| Avg. price 1W: |
|
3.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.74 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
102.78% |
| Volatility 6M: |
|
127.39% |
| Volatility 1Y: |
|
130.23% |
| Volatility 3Y: |
|
- |
