UBS Call 275 ALV 17.06.2024
/ CH1329483205
UBS Call 275 ALV 17.06.2024/ CH1329483205 /
| 2024-05-27 9:53:10 AM |
Chg.+0.028 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
+50.00% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
275.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UM3HSN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
275.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
220.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.16 |
| Parity: |
-1.01 |
| Time value: |
0.12 |
| Break-even: |
276.20 |
| Moneyness: |
0.96 |
| Premium: |
0.04 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.05 |
| Spread %: |
66.67% |
| Delta: |
0.20 |
| Theta: |
-0.08 |
| Omega: |
44.41 |
| Rho: |
0.03 |
Quote data
| Open: |
0.084 |
| High: |
0.084 |
| Low: |
0.084 |
| Previous Close: |
0.056 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.27% |
| 1 Month |
|
|
-43.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.177 |
0.056 |
| 1M High / 1M Low: |
0.280 |
0.056 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
637.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
