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UBS Call 23 VNA 17.06.2024/  CH1213915536  /

Frankfurt Zert./UBS
2024-05-30  4:46:51 PM Chg.+0.020 Bid2024-05-30 Ask2024-05-30 Underlying Strike price Expiration date Option type
0.510EUR +4.08% -
Bid Size: -		 -
Ask Size: -		 VONOVIA SE NA O.N. 23.00 - 2024-06-17 Call
 

Master data

WKN: UK8D2M
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: VONOVIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 23.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.47
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.49
Implied volatility: 0.66
Historic volatility: 0.37
Parity: 0.49
Time value: 0.02
Break-even: 28.10
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 4.08%
Delta: 0.92
Theta: -0.02
Omega: 5.03
Rho: 0.01
 

Quote data

Open: 0.510
High: 0.520
Low: 0.480
Previous Close: 0.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month  
+70.00%
3 Months  
+45.71%
YTD
  -21.54%
1 Year  
+598.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.480
1M High / 1M Low: 0.690 0.410
6M High / 6M Low: 0.690 0.181
High (YTD): 2024-05-15 0.690
Low (YTD): 2024-04-17 0.181
52W High: 2024-05-15 0.690
52W Low: 2023-06-29 0.062
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.536
Avg. volume 1M:   0.000
Avg. price 6M:   0.445
Avg. volume 6M:   0.000
Avg. price 1Y:   0.318
Avg. volume 1Y:   0.000
Volatility 1M:   186.01%
Volatility 6M:   179.99%
Volatility 1Y:   201.66%
Volatility 3Y:   -