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UBS Call 24 VNA 17.06.2024/  DE000UK95R41  /

UBS Investment Bank
2024-05-31  11:44:31 AM Chg.-0.110 Bid11:44:31 AM Ask11:44:31 AM Underlying Strike price Expiration date Option type
3.710EUR -2.88% 3.710
Bid Size: 10,000		 3.720
Ask Size: 10,000		 VONOVIA SE NA O.N. 24.00 - 2024-06-17 Call
 

Master data

WKN: UK95R4
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: 2022-12-01
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 7.33
Leverage: Yes

Calculated values

Fair value: 4.27
Intrinsic value: 4.21
Implied volatility: -
Historic volatility: 0.37
Parity: 4.21
Time value: -0.36
Break-even: 27.85
Moneyness: 1.18
Premium: -0.01
Premium p.a.: -0.24
Spread abs.: 0.03
Spread %: 0.79%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 3.820
High: 3.860
Low: 3.620
Previous Close: 3.820
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.80%
1 Month  
+44.92%
3 Months  
+75.83%
YTD  
+20.45%
1 Year  
+600.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.960 3.650
1M High / 1M Low: 4.460 2.560
6M High / 6M Low: 4.460 1.180
High (YTD): 2024-05-20 4.460
Low (YTD): 2024-04-17 1.180
52W High: 2024-05-20 4.460
52W Low: 2023-06-29 0.460
Avg. price 1W:   3.778
Avg. volume 1W:   0.000
Avg. price 1M:   3.636
Avg. volume 1M:   0.000
Avg. price 6M:   2.576
Avg. volume 6M:   0.000
Avg. price 1Y:   1.843
Avg. volume 1Y:   0.000
Volatility 1M:   115.96%
Volatility 6M:   136.09%
Volatility 1Y:   154.89%
Volatility 3Y:   -