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UBS Call 24 VNA 17.06.2024/  CH1213915544  /

EUWAX
2024-05-28  11:03:21 AM Chg.+0.060 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
0.450EUR +15.38% -
Bid Size: -		 -
Ask Size: -		 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: 6.66
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.40
Implied volatility: 0.53
Historic volatility: 0.37
Parity: 0.40
Time value: 0.02
Break-even: 28.20
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 5.00%
Delta: 0.91
Theta: -0.02
Omega: 6.04
Rho: 0.01
 

Quote data

Open: 0.400
High: 0.450
Low: 0.400
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month  
+179.50%
3 Months  
+50.00%
YTD
  -23.73%
1 Year  
+662.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.390
1M High / 1M Low: 0.590 0.196
6M High / 6M Low: 0.590 0.108
High (YTD): 2024-05-16 0.590
Low (YTD): 2024-04-19 0.108
52W High: 2024-05-16 0.590
52W Low: 2023-06-29 0.044
Avg. price 1W:   0.462
Avg. volume 1W:   0.000
Avg. price 1M:   0.421
Avg. volume 1M:   222.222
Avg. price 6M:   0.368
Avg. volume 6M:   32.787
Avg. price 1Y:   0.261
Avg. volume 1Y:   15.810
Volatility 1M:   294.73%
Volatility 6M:   230.94%
Volatility 1Y:   238.48%
Volatility 3Y:   -