UBS Call 23 VNA 17.06.2024
/ CH1213915536
UBS Call 23 VNA 17.06.2024/ CH1213915536 /
| 2024-05-30 4:52:42 PM |
Chg.+0.020 |
Bid- |
Ask- |
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: |
0.470 |
| High: |
0.530 |
| Low: |
0.470 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.77% |
| 1 Month |
|
|
+21.43% |
| 3 Months |
|
|
+45.71% |
| YTD |
|
|
-21.54% |
| 1 Year |
|
|
+598.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.480 |
| 1M High / 1M Low: |
0.690 |
0.410 |
| 6M High / 6M Low: |
0.690 |
0.179 |
| High (YTD): |
2024-05-15 |
0.690 |
| Low (YTD): |
2024-04-17 |
0.179 |
| 52W High: |
2024-05-15 |
0.690 |
| 52W Low: |
2023-06-29 |
0.062 |
| Avg. price 1W: |
|
0.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.532 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.442 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.317 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
176.09% |
| Volatility 6M: |
|
175.07% |
| Volatility 1Y: |
|
204.19% |
| Volatility 3Y: |
|
- |
