UBS Put 31 VNA 17.06.2024
/ DE000UM0NSS6
UBS Put 31 VNA 17.06.2024/ DE000UM0NSS6 /
2024-05-31 9:39:33 AM |
Chg.+0.17 |
Bid10:15:33 AM |
Ask10:15:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.02EUR |
+5.96% |
3.02 Bid Size: 10,000 |
3.03 Ask Size: 10,000 |
VONOVIA SE NA O.N. |
31.00 EUR |
2024-06-17 |
Put |
Master data
WKN: |
UM0NSS |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
VONOVIA SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
31.00 EUR |
Maturity: |
2024-06-17 |
Issue date: |
2023-12-22 |
Last trading day: |
2024-06-14 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-9.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.88 |
Intrinsic value: |
2.79 |
Implied volatility: |
0.34 |
Historic volatility: |
0.37 |
Parity: |
2.79 |
Time value: |
0.05 |
Break-even: |
28.16 |
Moneyness: |
1.10 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.03 |
Spread %: |
1.07% |
Delta: |
-0.89 |
Theta: |
-0.01 |
Omega: |
-8.85 |
Rho: |
-0.01 |
Quote data
Open: |
3.02 |
High: |
3.02 |
Low: |
3.02 |
Previous Close: |
2.85 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.51% |
1 Month |
|
|
-27.40% |
3 Months |
|
|
-18.60% |
YTD |
|
|
+20.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.13 |
2.85 |
1M High / 1M Low: |
3.67 |
1.60 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-17 |
4.51 |
Low (YTD): |
2024-05-20 |
1.60 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.01 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.75 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
255.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |