UBS Call 23 VNA 17.06.2024
/ CH1213915536
UBS Call 23 VNA 17.06.2024/ CH1213915536 /
| 5/28/2024 8:46:11 PM |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+8.00% |
-
Bid Size: - |
-
Ask Size: - |
VONOVIA SE NA O.N. |
23.00 - |
6/17/2024 |
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: |
6/17/2024 |
| Issue date: |
10/18/2022 |
| Last trading day: |
6/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.37 |
| Parity: |
0.50 |
| Time value: |
0.02 |
| Break-even: |
28.20 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
4.95 |
| Rho: |
0.01 |
Quote data
| Open: |
0.490 |
| High: |
0.570 |
| Low: |
0.490 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.47% |
| 1 Month |
|
|
+92.86% |
| 3 Months |
|
|
+68.75% |
| YTD |
|
|
-16.92% |
| 1 Year |
|
|
+583.54% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.480 |
| 1M High / 1M Low: |
0.690 |
0.310 |
| 6M High / 6M Low: |
0.690 |
0.179 |
| High (YTD): |
5/15/2024 |
0.690 |
| Low (YTD): |
4/17/2024 |
0.179 |
| 52W High: |
5/15/2024 |
0.690 |
| 52W Low: |
6/29/2023 |
0.062 |
| Avg. price 1W: |
|
0.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.521 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.441 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.315 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
211.85% |
| Volatility 6M: |
|
175.17% |
| Volatility 1Y: |
|
204.11% |
| Volatility 3Y: |
|
- |
