UBS Call 236 ALV 17.06.2024
/ CH1234592165
UBS Call 236 ALV 17.06.2024/ CH1234592165 /
| 2024-06-10 8:38:27 AM |
Chg.-0.35 |
Bid9:02:24 AM |
Ask9:02:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
-12.41% |
2.35
Bid Size: 25,000 |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
236.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK9WAY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
236.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-12-02 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
2.55 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.15 |
| Parity: |
2.55 |
| Time value: |
0.07 |
| Break-even: |
262.20 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.77% |
| Delta: |
0.94 |
| Theta: |
-0.14 |
| Omega: |
9.37 |
| Rho: |
0.05 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
2.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.14% |
| 1 Month |
|
|
-17.67% |
| 3 Months |
|
|
-1.20% |
| YTD |
|
|
+61.44% |
| 1 Year |
|
|
+257.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.39 |
2.77 |
| 1M High / 1M Low: |
3.39 |
2.76 |
| 6M High / 6M Low: |
4.28 |
1.37 |
| High (YTD): |
2024-04-02 |
4.28 |
| Low (YTD): |
2024-01-11 |
1.37 |
| 52W High: |
2024-04-02 |
4.28 |
| 52W Low: |
2023-07-07 |
0.51 |
| Avg. price 1W: |
|
3.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.68 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
106.15% |
| Volatility 6M: |
|
131.18% |
| Volatility 1Y: |
|
133.28% |
| Volatility 3Y: |
|
- |
