UBS Call 272 ALV 17.06.2024
/ CH1319895095
UBS Call 272 ALV 17.06.2024/ CH1319895095 /
| 2024-05-27 7:30:19 PM |
Chg.+0.011 |
Bid9:53:44 PM |
Ask9:53:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.151EUR |
+7.86% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
272.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UM2T90 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
272.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
163.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.16 |
| Parity: |
-0.71 |
| Time value: |
0.16 |
| Break-even: |
273.62 |
| Moneyness: |
0.97 |
| Premium: |
0.03 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.03 |
| Spread %: |
22.73% |
| Delta: |
0.27 |
| Theta: |
-0.09 |
| Omega: |
43.86 |
| Rho: |
0.04 |
Quote data
| Open: |
0.159 |
| High: |
0.171 |
| Low: |
0.133 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.07% |
| 1 Month |
|
|
-39.60% |
| 3 Months |
|
|
+57.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.122 |
| 1M High / 1M Low: |
0.360 |
0.122 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.179 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
450.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
