UBS Call 20 VNA 17.06.2024
/ CH1213915502
UBS Call 20 VNA 17.06.2024/ CH1213915502 /
2024-05-17 9:30:56 AM |
Chg.-0.010 |
Bid9:39:02 AM |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
-1.02% |
- Bid Size: - |
- Ask Size: - |
VONOVIA SE NA O.N. |
20.00 - |
2024-06-17 |
Call |
Master data
WKN: |
UK8EX4 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
VONOVIA SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 - |
Maturity: |
2024-06-17 |
Issue date: |
2022-10-18 |
Last trading day: |
2024-05-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.90 |
Implied volatility: |
2.00 |
Historic volatility: |
0.36 |
Parity: |
0.90 |
Time value: |
0.08 |
Break-even: |
29.80 |
Moneyness: |
1.45 |
Premium: |
0.03 |
Premium p.a.: |
1.13 |
Spread abs.: |
0.01 |
Spread %: |
1.03% |
Delta: |
0.88 |
Theta: |
-0.09 |
Omega: |
2.61 |
Rho: |
0.01 |
Quote data
Open: |
0.970 |
High: |
0.970 |
Low: |
0.970 |
Previous Close: |
0.980 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+22.78% |
3 Months |
|
|
+53.97% |
YTD |
|
|
+6.59% |
1 Year |
|
|
+463.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.980 |
0.740 |
6M High / 6M Low: |
0.980 |
0.440 |
High (YTD): |
2024-05-16 |
0.980 |
Low (YTD): |
2024-04-17 |
0.440 |
52W High: |
2024-05-16 |
0.980 |
52W Low: |
2023-06-26 |
0.139 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.840 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.698 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.514 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
136.15% |
Volatility 6M: |
|
120.25% |
Volatility 1Y: |
|
146.45% |
Volatility 3Y: |
|
- |