UBS Call 240 ALV 17.06.2024
/ CH1234592181
UBS Call 240 ALV 17.06.2024/ CH1234592181 /
| 2024-06-07 8:41:06 AM |
Chg.+0.05 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.42EUR |
+2.11% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
240.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK9T91 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-12-02 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.15 |
| Parity: |
2.15 |
| Time value: |
0.27 |
| Break-even: |
264.20 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.21 |
| Spread %: |
9.50% |
| Delta: |
0.83 |
| Theta: |
-0.38 |
| Omega: |
8.93 |
| Rho: |
0.05 |
Quote data
| Open: |
2.42 |
| High: |
2.42 |
| Low: |
2.42 |
| Previous Close: |
2.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.33% |
| 1 Month |
|
|
-7.28% |
| 3 Months |
|
|
+13.08% |
| YTD |
|
|
+87.60% |
| 1 Year |
|
|
+317.24% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.00 |
2.37 |
| 1M High / 1M Low: |
3.00 |
2.37 |
| 6M High / 6M Low: |
3.89 |
1.12 |
| High (YTD): |
2024-04-02 |
3.89 |
| Low (YTD): |
2024-01-11 |
1.12 |
| 52W High: |
2024-04-02 |
3.89 |
| 52W Low: |
2023-07-07 |
0.42 |
| Avg. price 1W: |
|
2.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.12 |
| Avg. volume 6M: |
|
241.94 |
| Avg. price 1Y: |
|
1.43 |
| Avg. volume 1Y: |
|
175.98 |
| Volatility 1M: |
|
120.91% |
| Volatility 6M: |
|
144.45% |
| Volatility 1Y: |
|
143.61% |
| Volatility 3Y: |
|
- |
