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UBS Call 268 ALV 17.06.2024/  CH1267667892  /

Frankfurt Zert./UBS
2024-05-28  7:34:58 PM Chg.-0.030 Bid7:58:51 PM Ask7:58:51 PM Underlying Strike price Expiration date Option type
0.260EUR -10.34% 0.247
Bid Size: 1,250		 0.280
Ask Size: 1,250		 ALLIANZ SE NA O.N. 268.00 - 2024-06-17 Call
 

Master data

WKN: UL37F6
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 268.00 -
Maturity: 2024-06-17
Issue date: 2023-05-04
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 80.67
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.16
Parity: -0.18
Time value: 0.33
Break-even: 271.30
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 10.00%
Delta: 0.46
Theta: -0.11
Omega: 36.81
Rho: 0.06
 

Quote data

Open: 0.350
High: 0.350
Low: 0.250
Previous Close: 0.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -40.91%
1 Month
  -31.58%
3 Months  
+80.56%
YTD
  -7.14%
1 Year  
+46.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.235
1M High / 1M Low: 0.590 0.224
6M High / 6M Low: 1.380 0.099
High (YTD): 2024-03-27 1.380
Low (YTD): 2024-02-26 0.114
52W High: 2024-03-27 1.380
52W Low: 2023-11-08 0.064
Avg. price 1W:   0.323
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   0.383
Avg. volume 6M:   0.000
Avg. price 1Y:   0.280
Avg. volume 1Y:   0.000
Volatility 1M:   455.34%
Volatility 6M:   330.43%
Volatility 1Y:   276.22%
Volatility 3Y:   -