UBS Call 250 ALV 17.06.2024
/ CH1243995649
UBS Call 250 ALV 17.06.2024/ CH1243995649 /
| 2024-06-07 1:22:10 PM |
Chg.-0.350 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
-24.14% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
250.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL2QDU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-01-20 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
1.15 |
| Time value: |
0.09 |
| Break-even: |
262.40 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.14 |
| Spread %: |
12.73% |
| Delta: |
0.87 |
| Theta: |
-0.14 |
| Omega: |
18.45 |
| Rho: |
0.05 |
Quote data
| Open: |
1.430 |
| High: |
1.490 |
| Low: |
1.100 |
| Previous Close: |
1.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.81% |
| 1 Month |
|
|
-36.78% |
| 3 Months |
|
|
-16.67% |
| YTD |
|
|
+32.53% |
| 1 Year |
|
|
+197.30% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.030 |
1.100 |
| 1M High / 1M Low: |
2.030 |
1.100 |
| 6M High / 6M Low: |
2.930 |
0.600 |
| High (YTD): |
2024-03-27 |
2.930 |
| Low (YTD): |
2024-02-26 |
0.600 |
| 52W High: |
2024-03-27 |
2.930 |
| 52W Low: |
2023-07-07 |
0.245 |
| Avg. price 1W: |
|
1.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.664 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.352 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.908 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
185.83% |
| Volatility 6M: |
|
204.02% |
| Volatility 1Y: |
|
188.35% |
| Volatility 3Y: |
|
- |
