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UBS Call 24 VNA 17.06.2024/  CH1213915544  /

Frankfurt Zert./UBS
2024-05-30  7:35:49 PM Chg.+0.030 Bid2024-05-30 Ask2024-05-30 Underlying Strike price Expiration date Option type
0.420EUR +7.69% 0.420
Bid Size: 15,000		 0.440
Ask Size: 15,000		 VONOVIA SE NA O.N. 24.00 - 2024-06-17 Call
 

Master data

WKN: UK8EWS
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: VONOVIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.80
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.39
Implied volatility: 0.55
Historic volatility: 0.37
Parity: 0.39
Time value: 0.02
Break-even: 28.10
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 5.13%
Delta: 0.91
Theta: -0.02
Omega: 6.17
Rho: 0.01
 

Quote data

Open: 0.420
High: 0.430
Low: 0.380
Previous Close: 0.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month  
+90.05%
3 Months  
+50.00%
YTD
  -26.32%
1 Year  
+692.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.390
1M High / 1M Low: 0.590 0.310
6M High / 6M Low: 0.590 0.118
High (YTD): 2024-05-20 0.590
Low (YTD): 2024-04-17 0.118
52W High: 2024-05-20 0.590
52W Low: 2023-06-29 0.044
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.441
Avg. volume 1M:   0.000
Avg. price 6M:   0.367
Avg. volume 6M:   0.000
Avg. price 1Y:   0.262
Avg. volume 1Y:   0.000
Volatility 1M:   228.55%
Volatility 6M:   208.99%
Volatility 1Y:   227.08%
Volatility 3Y:   -