UBS Call 17 VNA 17.06.2024
/ CH1261661743
UBS Call 17 VNA 17.06.2024/ CH1261661743 /
2024-05-17 8:06:55 AM |
Chg.- |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.27EUR |
- |
- 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: |
2.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.96 |
Implied volatility: |
6.50 |
Historic volatility: |
0.37 |
Parity: |
0.96 |
Time value: |
0.32 |
Break-even: |
29.80 |
Moneyness: |
1.57 |
Premium: |
0.12 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.01 |
Spread %: |
0.79% |
Delta: |
0.83 |
Theta: |
-0.47 |
Omega: |
1.73 |
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 |
|
|
+20.95% |
3 Months |
|
|
+18.69% |
YTD |
|
|
+4.10% |
1 Year |
|
|
+225.64% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.27 |
1.07 |
6M High / 6M Low: |
1.27 |
0.73 |
High (YTD): |
2024-05-17 |
1.27 |
Low (YTD): |
2024-04-19 |
0.73 |
52W High: |
2024-05-17 |
1.27 |
52W Low: |
2023-06-26 |
0.28 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.17 |
Avg. volume 1M: |
|
200 |
Avg. price 6M: |
|
1.00 |
Avg. volume 6M: |
|
9.43 |
Avg. price 1Y: |
|
0.78 |
Avg. volume 1Y: |
|
8.44 |
Volatility 1M: |
|
82.53% |
Volatility 6M: |
|
89.44% |
Volatility 1Y: |
|
107.08% |
Volatility 3Y: |
|
- |