UBS Call 17 VNA 17.06.2024
/ CH1261661743
UBS Call 17 VNA 17.06.2024/ CH1261661743 /
| 17/05/2024 08:06:55 |
Chg.- |
Bid22:00:14 |
Ask22:00:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VONOVIA SE NA O.N. |
17.00 - |
17/06/2024 |
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: |
17/06/2024 |
| Issue date: |
04/04/2023 |
| Last trading day: |
20/05/2024 |
| 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: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.27 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+23.30% |
| 3 Months |
|
|
+35.11% |
| YTD |
|
|
+4.10% |
| 1 Year |
|
|
+284.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.27 |
1.05 |
| 6M High / 6M Low: |
1.27 |
0.73 |
| High (YTD): |
17/05/2024 |
1.27 |
| Low (YTD): |
19/04/2024 |
0.73 |
| 52W High: |
17/05/2024 |
1.27 |
| 52W Low: |
26/06/2023 |
0.28 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
100 |
| Avg. price 6M: |
|
1.00 |
| Avg. volume 6M: |
|
9.01 |
| Avg. price 1Y: |
|
0.77 |
| Avg. volume 1Y: |
|
8.26 |
| Volatility 1M: |
|
87.32% |
| Volatility 6M: |
|
87.92% |
| Volatility 1Y: |
|
106.43% |
| Volatility 3Y: |
|
- |
