UBS Call 22 VNA 17.06.2024
/ CH1213915528
UBS Call 22 VNA 17.06.2024/ CH1213915528 /
| 2024-05-17 9:32:08 AM |
Chg.-0.010 |
Bid9:39:02 AM |
Ask9:35:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-1.28% |
-
Bid Size: - |
-
Ask Size: - |
VONOVIA SE NA O.N. |
22.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8CQM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
1.91 |
| Historic volatility: |
0.37 |
| Parity: |
0.59 |
| Time value: |
0.19 |
| Break-even: |
29.80 |
| Moneyness: |
1.27 |
| Premium: |
0.07 |
| Premium p.a.: |
2.80 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
0.78 |
| Theta: |
-0.10 |
| Omega: |
2.79 |
| Rho: |
0.01 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+57.14% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
+5.48% |
| 1 Year |
|
|
+702.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.780 |
0.490 |
| 6M High / 6M Low: |
0.780 |
0.260 |
| High (YTD): |
2024-05-16 |
0.780 |
| Low (YTD): |
2024-04-17 |
0.260 |
| 52W High: |
2024-05-16 |
0.780 |
| 52W Low: |
2023-06-29 |
0.083 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.615 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.519 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.371 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
154.67% |
| Volatility 6M: |
|
155.90% |
| Volatility 1Y: |
|
179.18% |
| Volatility 3Y: |
|
- |
