UBS Call 21 VNA 17.06.2024
/ CH1297152592
UBS Call 21 VNA 17.06.2024/ CH1297152592 /
| 2024-05-17 8:17:00 AM |
Chg.- |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.77EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VONOVIA SE NA O.N. |
21.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL7XTZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-05-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.83 |
| Intrinsic value: |
7.80 |
| Implied volatility: |
1.76 |
| Historic volatility: |
0.37 |
| Parity: |
7.80 |
| Time value: |
1.00 |
| Break-even: |
29.80 |
| Moneyness: |
1.37 |
| Premium: |
0.03 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.02 |
| Spread %: |
0.23% |
| Delta: |
0.85 |
| Theta: |
-0.08 |
| Omega: |
2.79 |
| Rho: |
0.01 |
Quote data
| Open: |
8.77 |
| High: |
8.77 |
| Low: |
8.77 |
| Previous Close: |
9.03 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+35.34% |
| 3 Months |
|
|
+56.33% |
| YTD |
|
|
+3.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
9.03 |
6.29 |
| 6M High / 6M Low: |
9.03 |
3.64 |
| High (YTD): |
2024-05-16 |
9.03 |
| Low (YTD): |
2024-04-19 |
3.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
7.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.99% |
| Volatility 6M: |
|
130.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
