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UBS Call 23 VNA 17.06.2024/  CH1213915536  /

EUWAX
2024-05-30  8:07:23 AM Chg.-0.050 Bid4:55:15 PM Ask4:55:15 PM Underlying Strike price Expiration date Option type
0.480EUR -9.43% -
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: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.64%
1 Month  
+71.43%
3 Months  
+37.14%
YTD
  -28.36%
1 Year  
+557.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.480
1M High / 1M Low: 0.690 0.410
6M High / 6M Low: 0.690 0.168
High (YTD): 2024-05-16 0.690
Low (YTD): 2024-04-19 0.168
52W High: 2024-05-16 0.690
52W Low: 2023-06-29 0.061
Avg. price 1W:   0.536
Avg. volume 1W:   0.000
Avg. price 1M:   0.538
Avg. volume 1M:   0.000
Avg. price 6M:   0.448
Avg. volume 6M:   0.000
Avg. price 1Y:   0.320
Avg. volume 1Y:   23.529
Volatility 1M:   178.57%
Volatility 6M:   195.62%
Volatility 1Y:   209.78%
Volatility 3Y:   -