UBS Call 176 ALV 17.06.2024
/ CH1213915346
UBS Call 176 ALV 17.06.2024/ CH1213915346 /
| 2024-05-03 8:07:01 AM |
Chg.+0.06 |
Bid2:12:08 PM |
Ask2:12:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.24EUR |
+0.65% |
9.03
Bid Size: 25,000 |
9.04
Ask Size: 25,000 |
ALLIANZ SE NA O.N. |
176.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8M2V |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
176.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.22 |
| Intrinsic value: |
9.14 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.15 |
| Parity: |
9.14 |
| Time value: |
0.11 |
| Break-even: |
268.50 |
| Moneyness: |
1.52 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
0.33% |
| Delta: |
0.99 |
| Theta: |
-0.04 |
| Omega: |
2.85 |
| Rho: |
0.21 |
Quote data
| Open: |
9.24 |
| High: |
9.24 |
| Low: |
9.24 |
| Previous Close: |
9.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.76% |
| 1 Month |
|
|
-6.19% |
| 3 Months |
|
|
+29.23% |
| YTD |
|
|
+34.11% |
| 1 Year |
|
|
+82.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.18 |
8.82 |
| 1M High / 1M Low: |
9.92 |
8.25 |
| 6M High / 6M Low: |
10.24 |
4.84 |
| High (YTD): |
2024-04-02 |
10.24 |
| Low (YTD): |
2024-01-11 |
6.70 |
| 52W High: |
2024-04-02 |
10.24 |
| 52W Low: |
2023-07-06 |
3.83 |
| Avg. price 1W: |
|
9.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.19 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
54.23% |
| Volatility 6M: |
|
48.73% |
| Volatility 1Y: |
|
53.37% |
| Volatility 3Y: |
|
- |
