UBS Call 20 VNA 17.06.2024
/ CH1213915502
UBS Call 20 VNA 17.06.2024/ CH1213915502 /
| 2024-05-17 9:38:58 AM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-1.02% |
-
Bid Size: - |
-
Ask Size: - |
VONOVIA SE NA O.N. |
20.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8EX4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
2.32 |
| Historic volatility: |
0.37 |
| Parity: |
0.79 |
| Time value: |
0.19 |
| Break-even: |
29.80 |
| Moneyness: |
1.40 |
| Premium: |
0.07 |
| Premium p.a.: |
2.80 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.82 |
| Theta: |
-0.11 |
| Omega: |
2.33 |
| Rho: |
0.01 |
Quote data
| Open: |
0.960 |
| High: |
0.980 |
| Low: |
0.960 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+42.65% |
| 3 Months |
|
|
+61.67% |
| YTD |
|
|
+6.59% |
| 1 Year |
|
|
+510.06% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.980 |
0.680 |
| 6M High / 6M Low: |
0.980 |
0.430 |
| High (YTD): |
2024-05-16 |
0.980 |
| Low (YTD): |
2024-04-17 |
0.430 |
| 52W High: |
2024-05-16 |
0.980 |
| 52W Low: |
2023-06-26 |
0.138 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.816 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.696 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.508 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
115.56% |
| Volatility 6M: |
|
112.21% |
| Volatility 1Y: |
|
144.51% |
| Volatility 3Y: |
|
- |
