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UBS Call 27 VNA 17.06.2024/  DE000UK91EG0  /

UBS Investment Bank
2024-05-31  9:21:41 PM Chg.+0.380 Bid9:21:41 PM Ask9:21:41 PM Underlying Strike price Expiration date Option type
1.920EUR +24.68% 1.920
Bid Size: 500		 1.950
Ask Size: 500		 VONOVIA SE NA O.N. 27.00 EUR 2024-06-17 Call
 

Master data

WKN: UK91EG
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: VONOVIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 27.00 EUR
Maturity: 2024-06-17
Issue date: 2022-12-01
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 17.97
Leverage: Yes

Calculated values

Fair value: 1.64
Intrinsic value: 1.21
Implied volatility: 0.33
Historic volatility: 0.37
Parity: 1.21
Time value: 0.36
Break-even: 28.57
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 1.95%
Delta: 0.75
Theta: -0.02
Omega: 13.47
Rho: 0.01
 

Quote data

Open: 1.540
High: 1.920
Low: 1.290
Previous Close: 1.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.14%
1 Month  
+61.34%
3 Months  
+76.15%
YTD
  -13.12%
1 Year  
+540.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.770 1.390
1M High / 1M Low: 2.830 1.030
6M High / 6M Low: 2.830 0.400
High (YTD): 2024-05-15 2.830
Low (YTD): 2024-04-17 0.400
52W High: 2024-05-15 2.830
52W Low: 2023-06-29 0.260
Avg. price 1W:   1.512
Avg. volume 1W:   0.000
Avg. price 1M:   1.759
Avg. volume 1M:   0.000
Avg. price 6M:   1.436
Avg. volume 6M:   0.000
Avg. price 1Y:   1.050
Avg. volume 1Y:   0.000
Volatility 1M:   318.87%
Volatility 6M:   229.86%
Volatility 1Y:   213.05%
Volatility 3Y:   -