UBS Call 17 VNA 17.06.2024
/ CH1261661743
UBS Call 17 VNA 17.06.2024/ CH1261661743 /
2024-05-17 9:26:40 AM |
Chg.0.000 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
1.270EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
VONOVIA SE NA O.N. |
17.00 - |
2024-06-17 |
Call |
Master data
WKN: |
UL20LY |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
VONOVIA SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.00 - |
Maturity: |
2024-06-17 |
Issue date: |
2023-04-04 |
Last trading day: |
2024-05-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.24 |
Intrinsic value: |
1.24 |
Implied volatility: |
2.28 |
Historic volatility: |
0.36 |
Parity: |
1.24 |
Time value: |
0.04 |
Break-even: |
29.80 |
Moneyness: |
1.73 |
Premium: |
0.01 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.01 |
Spread %: |
0.79% |
Delta: |
0.94 |
Theta: |
-0.06 |
Omega: |
2.15 |
Rho: |
0.00 |
Quote data
Open: |
1.260 |
High: |
1.270 |
Low: |
1.260 |
Previous Close: |
1.270 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+15.45% |
3 Months |
|
|
+36.56% |
YTD |
|
|
+6.72% |
1 Year |
|
|
+284.85% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.280 |
1.060 |
6M High / 6M Low: |
1.280 |
0.750 |
High (YTD): |
2024-05-15 |
1.280 |
Low (YTD): |
2024-04-17 |
0.750 |
52W High: |
2024-05-15 |
1.280 |
52W Low: |
2023-06-26 |
0.280 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.151 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.002 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.770 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
97.34% |
Volatility 6M: |
|
84.91% |
Volatility 1Y: |
|
103.98% |
Volatility 3Y: |
|
- |