UBS Call 266 ALV 17.06.2024
/ CH1252583559
UBS Call 266 ALV 17.06.2024/ CH1252583559 /
| 2024-05-23 9:42:21 PM |
Chg.-0.180 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-38.30% |
-
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: |
0.520 |
| Low: |
0.270 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.56% |
| 1 Month |
|
|
-62.82% |
| 3 Months |
|
|
+74.70% |
| YTD |
|
|
-9.38% |
| 1 Year |
|
|
+16.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.450 |
| 1M High / 1M Low: |
0.780 |
0.300 |
| 6M High / 6M Low: |
1.510 |
0.119 |
| High (YTD): |
2024-03-27 |
1.510 |
| Low (YTD): |
2024-02-26 |
0.146 |
| 52W High: |
2024-03-27 |
1.510 |
| 52W Low: |
2023-11-09 |
0.076 |
| Avg. price 1W: |
|
0.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.535 |
| 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: |
|
432.94% |
| Volatility 6M: |
|
318.61% |
| Volatility 1Y: |
|
272.20% |
| Volatility 3Y: |
|
- |
