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UBS Call 266 ALV 17.06.2024/  CH1252583559  /

Frankfurt Zert./UBS
2024-05-23  7:29:17 PM Chg.-0.160 Bid9:42:21 PM Ask9:42:21 PM Underlying Strike price Expiration date Option type
0.320EUR -33.33% -
Bid Size: -		 -
Ask Size: -		 ALLIANZ SE NA O.N. 266.00 - 2024-06-17 Call
 

Master data

WKN: UL3AAD
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 266.00 -
Maturity: 2024-06-17
Issue date: 2023-03-07
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 53.32
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.06
Implied volatility: 0.16
Historic volatility: 0.16
Parity: 0.06
Time value: 0.44
Break-even: 271.00
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 6.38%
Delta: 0.56
Theta: -0.10
Omega: 29.61
Rho: 0.10
 

Quote data

Open: 0.500
High: 0.500
Low: 0.320
Previous Close: 0.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.89%
1 Month
  -57.89%
3 Months  
+98.76%
YTD     0.00%
1 Year  
+23.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.450
1M High / 1M Low: 0.770 0.290
6M High / 6M Low: 1.530 0.117
High (YTD): 2024-03-27 1.530
Low (YTD): 2024-02-26 0.136
52W High: 2024-03-27 1.530
52W Low: 2023-11-08 0.077
Avg. price 1W:   0.538
Avg. volume 1W:   0.000
Avg. price 1M:   0.534
Avg. volume 1M:   0.000
Avg. price 6M:   0.447
Avg. volume 6M:   0.000
Avg. price 1Y:   0.322
Avg. volume 1Y:   0.000
Volatility 1M:   453.47%
Volatility 6M:   316.16%
Volatility 1Y:   264.75%
Volatility 3Y:   -