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UBS Call 21 VNA 17.06.2024/  CH1213915510  /

EUWAX
2024-05-30  8:07:23 AM Chg.-0.060 Bid12:42:50 PM Ask12:42:50 PM Underlying Strike price Expiration date Option type
0.670EUR -8.22% 0.670
Bid Size: 50,000		 0.680
Ask Size: 50,000		 VONOVIA SE NA O.N. 21.00 - 2024-06-17 Call
 

Master data

WKN: UK8F8S
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: VONOVIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 21.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.99
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.69
Implied volatility: 0.73
Historic volatility: 0.37
Parity: 0.69
Time value: 0.01
Break-even: 28.00
Moneyness: 1.33
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 2.94%
Delta: 0.97
Theta: -0.01
Omega: 3.86
Rho: 0.01
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.19%
1 Month  
+4.69%
3 Months  
+31.37%
YTD
  -20.24%
1 Year  
+436.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.680
1M High / 1M Low: 0.880 0.600
6M High / 6M Low: 0.880 0.330
High (YTD): 2024-05-16 0.880
Low (YTD): 2024-04-19 0.330
52W High: 2024-05-16 0.880
52W Low: 2023-06-29 0.108
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.730
Avg. volume 1M:   0.000
Avg. price 6M:   0.619
Avg. volume 6M:   0.000
Avg. price 1Y:   0.449
Avg. volume 1Y:   0.000
Volatility 1M:   122.69%
Volatility 6M:   143.12%
Volatility 1Y:   163.79%
Volatility 3Y:   -