OverviewChartNewsTraderScreen

UBS Call 24 VNA 17.06.2024/  CH1213915544  /

EUWAX
2024-05-30  8:07:23 AM Chg.-0.050 Bid2:08:23 PM Ask2:08:23 PM Underlying Strike price Expiration date Option type
0.380EUR -11.63% 0.380
Bid Size: 50,000		 0.390
Ask Size: 50,000		 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: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.00%
1 Month  
+93.88%
3 Months  
+31.03%
YTD
  -35.59%
1 Year  
+603.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.390
1M High / 1M Low: 0.590 0.320
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:   0.440
Avg. volume 1W:   0.000
Avg. price 1M:   0.435
Avg. volume 1M:   210.526
Avg. price 6M:   0.370
Avg. volume 6M:   32.787
Avg. price 1Y:   0.263
Avg. volume 1Y:   15.748
Volatility 1M:   212.47%
Volatility 6M:   231.28%
Volatility 1Y:   238.46%
Volatility 3Y:   -