UBS Call 236 ALV 20.12.2024
/ CH1251034901
UBS Call 236 ALV 20.12.2024/ CH1251034901 /
| 2024-11-15 9:53:53 PM |
Chg.+0.310 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.320EUR |
+6.19% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
236.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UL1TBN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
236.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.26 |
| Intrinsic value: |
5.19 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.15 |
| Parity: |
5.19 |
| Time value: |
0.16 |
| Break-even: |
289.50 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.56% |
| Delta: |
0.95 |
| Theta: |
-0.08 |
| Omega: |
5.09 |
| Rho: |
0.20 |
Quote data
| Open: |
4.960 |
| High: |
5.330 |
| Low: |
4.910 |
| Previous Close: |
5.010 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.39% |
| 1 Month |
|
|
-23.45% |
| 3 Months |
|
|
+46.15% |
| YTD |
|
|
+158.25% |
| 1 Year |
|
|
+300.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.450 |
4.940 |
| 1M High / 1M Low: |
6.950 |
4.940 |
| 6M High / 6M Low: |
6.950 |
2.110 |
| High (YTD): |
2024-10-18 |
6.950 |
| Low (YTD): |
2024-01-11 |
1.840 |
| 52W High: |
2024-10-18 |
6.950 |
| 52W Low: |
2023-11-30 |
1.360 |
| Avg. price 1W: |
|
5.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.755 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.445 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.543 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
67.66% |
| Volatility 6M: |
|
84.53% |
| Volatility 1Y: |
|
93.47% |
| Volatility 3Y: |
|
- |
