UBS Call 245 ALV 17.06.2024
/ CH1243995615
UBS Call 245 ALV 17.06.2024/ CH1243995615 /
| 2024-05-31 10:28:20 AM |
Chg.+0.20 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
+9.52% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
245.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL2PB2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-01-20 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.37 |
| Intrinsic value: |
2.33 |
| Implied volatility: |
- |
| Historic volatility: |
0.15 |
| Parity: |
2.33 |
| Time value: |
0.01 |
| Break-even: |
268.40 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.43% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.30 |
| High: |
2.30 |
| Low: |
2.30 |
| Previous Close: |
2.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.69% |
| 1 Month |
|
|
+3.14% |
| 3 Months |
|
|
+79.69% |
| YTD |
|
|
+125.49% |
| 1 Year |
|
|
+318.18% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.30 |
2.08 |
| 1M High / 1M Low: |
2.84 |
1.89 |
| 6M High / 6M Low: |
3.32 |
0.74 |
| High (YTD): |
2024-04-02 |
3.32 |
| Low (YTD): |
2024-02-27 |
0.86 |
| 52W High: |
2024-04-02 |
3.32 |
| 52W Low: |
2023-07-07 |
0.33 |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.13 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
164.94% |
| Volatility 6M: |
|
159.16% |
| Volatility 1Y: |
|
154.87% |
| Volatility 3Y: |
|
- |
