UBS Call 274 ALV 17.06.2024
/ CH1319895103
UBS Call 274 ALV 17.06.2024/ CH1319895103 /
| 2024-05-28 8:36:24 AM |
Chg.+0.006 |
Bid4:57:12 PM |
Ask4:57:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.093EUR |
+6.90% |
0.092
Bid Size: 25,000 |
0.120
Ask Size: 25,000 |
ALLIANZ SE NA O.N. |
274.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UM2DKD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
274.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
203.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.16 |
| Parity: |
-0.78 |
| Time value: |
0.13 |
| Break-even: |
275.31 |
| Moneyness: |
0.97 |
| Premium: |
0.03 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.03 |
| Spread %: |
29.70% |
| Delta: |
0.24 |
| Theta: |
-0.08 |
| Omega: |
47.91 |
| Rho: |
0.03 |
Quote data
| Open: |
0.093 |
| High: |
0.093 |
| Low: |
0.093 |
| Previous Close: |
0.087 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.96% |
| 1 Month |
|
|
-49.73% |
| 3 Months |
|
|
+8.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.202 |
0.056 |
| 1M High / 1M Low: |
0.290 |
0.056 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
537.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
