UBS Call 238 ALV 17.06.2024
/ CH1234592173
UBS Call 238 ALV 17.06.2024/ CH1234592173 /
| - - |
Chg.- |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| -EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
238.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK9TZS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
238.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-12-02 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.07 |
| Intrinsic value: |
3.03 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.15 |
| Parity: |
3.03 |
| Time value: |
0.12 |
| Break-even: |
269.50 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.96% |
| Delta: |
0.93 |
| Theta: |
-0.13 |
| Omega: |
7.88 |
| Rho: |
0.10 |
Quote data
| Open: |
- |
| High: |
- |
| Low: |
- |
| Previous Close: |
- |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.38% |
| 1 Month |
|
|
-5.72% |
| 3 Months |
|
|
+46.60% |
| YTD |
|
|
+98.58% |
| 1 Year |
|
|
+278.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.87 |
2.61 |
| 1M High / 1M Low: |
3.47 |
2.56 |
| 6M High / 6M Low: |
4.09 |
1.07 |
| High (YTD): |
2024-04-02 |
4.09 |
| Low (YTD): |
2024-01-11 |
1.24 |
| 52W High: |
2024-04-02 |
4.09 |
| 52W Low: |
2023-07-07 |
0.46 |
| Avg. price 1W: |
|
2.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.51 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
141.72% |
| Volatility 6M: |
|
138.97% |
| Volatility 1Y: |
|
138.09% |
| Volatility 3Y: |
|
- |
