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UBS Call 185 ALV 17.06.2024/  CH1213915395  /

UBS Investment Bank
2024-05-03  2:14:42 PM Chg.-0.200 Bid2:14:42 PM Ask2:14:42 PM Underlying Strike price Expiration date Option type
8.120EUR -2.40% 8.120
Bid Size: 25,000		 8.130
Ask Size: 25,000		 ALLIANZ SE NA O.N. 185.00 - 2024-06-17 Call
 

Master data

WKN: UK8B38
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 185.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.20
Leverage: Yes

Calculated values

Fair value: 8.33
Intrinsic value: 8.24
Implied volatility: 0.50
Historic volatility: 0.15
Parity: 8.24
Time value: 0.11
Break-even: 268.50
Moneyness: 1.45
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 0.36%
Delta: 0.99
Theta: -0.04
Omega: 3.16
Rho: 0.22
 

Quote data

Open: 8.340
High: 8.460
Low: 8.030
Previous Close: 8.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.00%
1 Month
  -9.98%
3 Months  
+28.48%
YTD  
+34.44%
1 Year  
+92.42%
3 Years     -
5 Years     -
1W High / 1W Low: 8.320 8.040
1M High / 1M Low: 9.020 7.490
6M High / 6M Low: 9.340 4.030
High (YTD): 2024-03-27 9.340
Low (YTD): 2024-01-11 5.890
52W High: 2024-03-27 9.340
52W Low: 2023-07-07 3.130
Avg. price 1W:   8.172
Avg. volume 1W:   0.000
Avg. price 1M:   8.072
Avg. volume 1M:   0.000
Avg. price 6M:   6.627
Avg. volume 6M:   0.000
Avg. price 1Y:   5.360
Avg. volume 1Y:   0.000
Volatility 1M:   51.09%
Volatility 6M:   49.87%
Volatility 1Y:   60.62%
Volatility 3Y:   -