UBS Call 246 ALV 17.06.2024
/ CH1243995623
UBS Call 246 ALV 17.06.2024/ CH1243995623 /
| 2024-06-07 9:12:59 AM |
Chg.+0.04 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.80EUR |
+2.27% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
246.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL2UQB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
246.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-01-20 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.15 |
| Parity: |
1.55 |
| Time value: |
0.10 |
| Break-even: |
262.50 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
2.48% |
| Delta: |
0.89 |
| Theta: |
-0.17 |
| Omega: |
14.05 |
| Rho: |
0.05 |
Quote data
| Open: |
1.80 |
| High: |
1.80 |
| Low: |
1.80 |
| Previous Close: |
1.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-34.31% |
| 3 Months |
|
|
+11.80% |
| YTD |
|
|
+85.57% |
| 1 Year |
|
|
+300.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.46 |
1.59 |
| 1M High / 1M Low: |
2.46 |
1.59 |
| 6M High / 6M Low: |
3.23 |
0.73 |
| High (YTD): |
2024-03-28 |
3.23 |
| Low (YTD): |
2024-02-27 |
0.73 |
| 52W High: |
2024-03-28 |
3.23 |
| 52W Low: |
2023-07-07 |
0.31 |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.10 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
196.06% |
| Volatility 6M: |
|
172.65% |
| Volatility 1Y: |
|
164.64% |
| Volatility 3Y: |
|
- |
