UBS Call 226 ALV 17.06.2024
/ CH1230075439
UBS Call 226 ALV 17.06.2024/ CH1230075439 /
2024-04-29 3:36:04 PM |
Chg.+0.010 |
Bid3:36:16 PM |
Ask3:36:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.030EUR |
+0.25% |
4.040 Bid Size: 25,000 |
4.050 Ask Size: 25,000 |
ALLIANZ SE NA O.N. |
226.00 - |
2024-06-17 |
Call |
Master data
WKN: |
UK8SC2 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ALLIANZ SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
226.00 - |
Maturity: |
2024-06-17 |
Issue date: |
2022-11-09 |
Last trading day: |
2024-06-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.07 |
Intrinsic value: |
3.95 |
Implied volatility: |
- |
Historic volatility: |
0.16 |
Parity: |
3.95 |
Time value: |
0.03 |
Break-even: |
265.80 |
Moneyness: |
1.17 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.03 |
Spread %: |
0.76% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
4.070 |
High: |
4.140 |
Low: |
4.030 |
Previous Close: |
4.020 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.66% |
1 Month |
|
|
-22.80% |
3 Months |
|
|
+59.92% |
YTD |
|
|
+72.96% |
1 Year |
|
|
+127.68% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
4.450 |
3.670 |
1M High / 1M Low: |
4.940 |
3.370 |
6M High / 6M Low: |
5.290 |
1.040 |
High (YTD): |
2024-03-27 |
5.290 |
Low (YTD): |
2024-01-11 |
2.080 |
52W High: |
2024-03-27 |
5.290 |
52W Low: |
2023-07-07 |
0.800 |
Avg. price 1W: |
|
4.074 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.031 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.734 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.030 |
Avg. volume 1Y: |
|
28.346 |
Volatility 1M: |
|
111.19% |
Volatility 6M: |
|
105.44% |
Volatility 1Y: |
|
111.41% |
Volatility 3Y: |
|
- |