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UBS Call 266 ALV 17.06.2024/  CH1252583559  /

EUWAX
2024-05-27  8:06:58 AM Chg.+0.070 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
0.340EUR +25.93% -
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: 71.59
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.16
Parity: -0.11
Time value: 0.37
Break-even: 269.70
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 8.82%
Delta: 0.49
Theta: -0.11
Omega: 34.85
Rho: 0.07
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -19.05%
3 Months  
+95.40%
YTD  
+3.03%
1 Year  
+72.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.270
1M High / 1M Low: 0.710 0.270
6M High / 6M Low: 1.500 0.118
High (YTD): 2024-04-02 1.500
Low (YTD): 2024-02-27 0.138
52W High: 2024-04-02 1.500
52W Low: 2023-11-08 0.077
Avg. price 1W:   0.430
Avg. volume 1W:   0.000
Avg. price 1M:   0.473
Avg. volume 1M:   0.000
Avg. price 6M:   0.449
Avg. volume 6M:   0.000
Avg. price 1Y:   0.323
Avg. volume 1Y:   0.000
Volatility 1M:   491.61%
Volatility 6M:   372.86%
Volatility 1Y:   299.35%
Volatility 3Y:   -