UBS Call 21 VNA 17.06.2024
/ CH1213915510
UBS Call 21 VNA 17.06.2024/ CH1213915510 /
| 2024-05-30 4:54:45 PM |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+4.41% |
-
Bid Size: - |
-
Ask Size: - |
VONOVIA SE NA O.N. |
21.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8F8S |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.37 |
| Parity: |
0.69 |
| Time value: |
0.01 |
| Break-even: |
28.00 |
| Moneyness: |
1.33 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.94% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
3.86 |
| Rho: |
0.01 |
Quote data
| Open: |
0.670 |
| High: |
0.720 |
| Low: |
0.660 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.74% |
| 1 Month |
|
|
+22.41% |
| 3 Months |
|
|
+39.22% |
| YTD |
|
|
-13.41% |
| 1 Year |
|
|
+468.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.680 |
| 1M High / 1M Low: |
0.880 |
0.580 |
| 6M High / 6M Low: |
0.880 |
0.340 |
| High (YTD): |
2024-05-16 |
0.880 |
| Low (YTD): |
2024-04-17 |
0.340 |
| 52W High: |
2024-05-16 |
0.880 |
| 52W Low: |
2023-06-26 |
0.108 |
| Avg. price 1W: |
|
0.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.726 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.613 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.447 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
124.58% |
| Volatility 6M: |
|
126.15% |
| Volatility 1Y: |
|
160.37% |
| Volatility 3Y: |
|
- |
