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UBS Call 242 ALV 17.06.2024/  CH1234592199  /

Frankfurt Zert./UBS
2024-06-07  7:36:04 PM Chg.-0.210 Bid8:15:34 AM Ask- Underlying Strike price Expiration date Option type
2.040EUR -9.33% 1.900
Bid Size: 1,250		 -
Ask Size: -		 ALLIANZ SE NA O.N. 242.00 - 2024-06-17 Call
 

Master data

WKN: UK9SX1
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 242.00 -
Maturity: 2024-06-17
Issue date: 2022-12-02
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.78
Leverage: Yes

Calculated values

Fair value: 1.97
Intrinsic value: 1.95
Implied volatility: 0.58
Historic volatility: 0.15
Parity: 1.95
Time value: 0.27
Break-even: 264.20
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.52
Spread abs.: 0.21
Spread %: 10.45%
Delta: 0.82
Theta: -0.37
Omega: 9.63
Rho: 0.05
 

Quote data

Open: 2.210
High: 2.210
Low: 1.880
Previous Close: 2.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -27.14%
1 Month
  -17.41%
3 Months  
+4.62%
YTD  
+65.85%
1 Year  
+284.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.800 2.040
1M High / 1M Low: 2.800 2.040
6M High / 6M Low: 3.720 1.010
High (YTD): 2024-03-27 3.720
Low (YTD): 2024-01-11 1.010
52W High: 2024-03-27 3.720
52W Low: 2023-07-07 0.380
Avg. price 1W:   2.305
Avg. volume 1W:   0.000
Avg. price 1M:   2.446
Avg. volume 1M:   0.000
Avg. price 6M:   1.950
Avg. volume 6M:   0.000
Avg. price 1Y:   1.316
Avg. volume 1Y:   0.000
Volatility 1M:   132.77%
Volatility 6M:   156.09%
Volatility 1Y:   153.56%
Volatility 3Y:   -