UBS Put 29 VNA 17.06.2024
/ DE000UL7V7E4
UBS Put 29 VNA 17.06.2024/ DE000UL7V7E4 /
| 2024-05-31 9:23:52 AM |
Chg.+0.10 |
Bid2:54:25 PM |
Ask2:54:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
+7.46% |
1.17
Bid Size: 10,000 |
1.18
Ask Size: 10,000 |
VONOVIA SE NA O.N. |
29.00 EUR |
2024-06-17 |
Put |
Master data
| WKN: |
UL7V7E |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
29.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-21.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.37 |
| Parity: |
0.79 |
| Time value: |
0.54 |
| Break-even: |
27.67 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.03 |
| Spread %: |
2.31% |
| Delta: |
-0.61 |
| Theta: |
-0.02 |
| Omega: |
-12.97 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
-56.63% |
| 3 Months |
|
|
-51.35% |
| YTD |
|
|
-25.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.33 |
| 1M High / 1M Low: |
2.57 |
0.66 |
| 6M High / 6M Low: |
3.94 |
0.66 |
| High (YTD): |
2024-04-16 |
3.94 |
| Low (YTD): |
2024-05-20 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.92% |
| Volatility 6M: |
|
174.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
