UBS Call 268 ALV 17.06.2024
/ CH1267667892
UBS Call 268 ALV 17.06.2024/ CH1267667892 /
| 2024-05-27 9:26:45 PM |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+15.38% |
-
Bid Size: - |
-
Ask Size: - |
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: |
91.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.16 |
| Parity: |
-0.31 |
| Time value: |
0.29 |
| Break-even: |
270.90 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.03 |
| Spread %: |
11.54% |
| Delta: |
0.41 |
| Theta: |
-0.10 |
| Omega: |
37.38 |
| Rho: |
0.06 |
Quote data
| Open: |
0.249 |
| High: |
0.320 |
| Low: |
0.246 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
+132.56% |
| YTD |
|
|
+7.14% |
| 1 Year |
|
|
+70.45% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.215 |
| 1M High / 1M Low: |
0.590 |
0.215 |
| 6M High / 6M Low: |
1.360 |
0.100 |
| High (YTD): |
2024-03-27 |
1.360 |
| Low (YTD): |
2024-02-26 |
0.120 |
| 52W High: |
2024-03-27 |
1.360 |
| 52W Low: |
2023-11-09 |
0.063 |
| Avg. price 1W: |
|
0.355 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.407 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.384 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.280 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
465.69% |
| Volatility 6M: |
|
337.74% |
| Volatility 1Y: |
|
288.00% |
| Volatility 3Y: |
|
- |
