UBS Call 24 VNA 17.06.2024
/ CH1213915544
UBS Call 24 VNA 17.06.2024/ CH1213915544 /
| 2024-05-30 8:56:39 PM |
Chg.+0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+5.13% |
-
Bid Size: - |
-
Ask Size: - |
VONOVIA SE NA O.N. |
24.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8EWS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.37 |
| Parity: |
0.39 |
| Time value: |
0.02 |
| Break-even: |
28.10 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
5.13% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
6.17 |
| Rho: |
0.01 |
Quote data
| Open: |
0.380 |
| High: |
0.430 |
| Low: |
0.330 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.65% |
| 1 Month |
|
|
+24.24% |
| 3 Months |
|
|
+46.43% |
| YTD |
|
|
-29.31% |
| 1 Year |
|
|
+659.26% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.390 |
| 1M High / 1M Low: |
0.590 |
0.310 |
| 6M High / 6M Low: |
0.590 |
0.118 |
| High (YTD): |
2024-05-20 |
0.590 |
| Low (YTD): |
2024-04-17 |
0.118 |
| 52W High: |
2024-05-20 |
0.590 |
| 52W Low: |
2023-06-29 |
0.044 |
| Avg. price 1W: |
|
0.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.365 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.261 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
210.69% |
| Volatility 6M: |
|
207.40% |
| Volatility 1Y: |
|
230.68% |
| Volatility 3Y: |
|
- |
