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UBS Call 24 VNA 17.06.2024/  CH1213915544  /

Frankfurt Zert./UBS
2024-06-11  5:20:28 PM Chg.-0.032 Bid5:53:11 PM Ask- Underlying Strike price Expiration date Option type
0.228EUR -12.31% 0.220
Bid Size: 15,000		 -
Ask Size: -		 VONOVIA SE NA O.N. 24.00 - 2024-06-17 Call
 

Master data

WKN: UK8EWS
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: VONOVIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.87
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.26
Implied volatility: 0.53
Historic volatility: 0.37
Parity: 0.26
Time value: 0.01
Break-even: 26.70
Moneyness: 1.11
Premium: 0.00
Premium p.a.: 0.15
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.02
Omega: 9.30
Rho: 0.00
 

Quote data

Open: 0.270
High: 0.270
Low: 0.217
Previous Close: 0.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -56.98%
1 Month
  -36.67%
3 Months
  -44.39%
YTD
  -60.00%
1 Year  
+165.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.260
1M High / 1M Low: 0.590 0.260
6M High / 6M Low: 0.590 0.118
High (YTD): 2024-05-20 0.590
Low (YTD): 2024-04-17 0.118
52W High: 2024-05-20 0.590
52W Low: 2023-06-29 0.044
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.458
Avg. volume 1M:   0.000
Avg. price 6M:   0.368
Avg. volume 6M:   0.000
Avg. price 1Y:   0.274
Avg. volume 1Y:   0.000
Volatility 1M:   257.94%
Volatility 6M:   216.48%
Volatility 1Y:   229.36%
Volatility 3Y:   -