UBS Call 225 ALV 17.06.2024
/ CH1230075421
UBS Call 225 ALV 17.06.2024/ CH1230075421 /
2024-04-29 11:56:49 AM |
Chg.+0.100 |
Bid12:51:11 PM |
Ask12:51:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.210EUR |
+2.43% |
4.190 Bid Size: 25,000 |
4.200 Ask Size: 25,000 |
ALLIANZ SE NA O.N. |
225.00 - |
2024-06-17 |
Call |
Master data
WKN: |
UK87RC |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ALLIANZ SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
225.00 - |
Maturity: |
2024-06-17 |
Issue date: |
2022-11-09 |
Last trading day: |
2024-06-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.17 |
Intrinsic value: |
4.05 |
Implied volatility: |
- |
Historic volatility: |
0.16 |
Parity: |
4.05 |
Time value: |
0.03 |
Break-even: |
265.80 |
Moneyness: |
1.18 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.03 |
Spread %: |
0.74% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
4.160 |
High: |
4.250 |
Low: |
4.160 |
Previous Close: |
4.110 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.71% |
1 Month |
|
|
-20.86% |
3 Months |
|
|
+61.92% |
YTD |
|
|
+74.69% |
1 Year |
|
|
+130.05% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
4.530 |
3.780 |
1M High / 1M Low: |
5.040 |
3.520 |
6M High / 6M Low: |
5.390 |
1.080 |
High (YTD): |
2024-03-27 |
5.390 |
Low (YTD): |
2024-01-11 |
2.160 |
52W High: |
2024-03-27 |
5.390 |
52W Low: |
2023-07-07 |
0.830 |
Avg. price 1W: |
|
4.168 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.127 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.816 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.089 |
Avg. volume 1Y: |
|
26.772 |
Volatility 1M: |
|
101.32% |
Volatility 6M: |
|
102.80% |
Volatility 1Y: |
|
110.52% |
Volatility 3Y: |
|
- |