UBS Call 24 VNA 17.06.2024
/ CH1285186073
UBS Call 24 VNA 17.06.2024/ CH1285186073 /
| 2024-06-07 12:48:58 PM |
Chg.-2.39 |
Bid5:47:44 PM |
Ask5:47:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.42EUR |
-41.14% |
2.78
Bid Size: 1,500 |
-
Ask Size: - |
VONOVIA SE NA O.N. |
24.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL8VNV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.78 |
| Intrinsic value: |
4.76 |
| Implied volatility: |
1.54 |
| Historic volatility: |
0.36 |
| Parity: |
4.76 |
| Time value: |
0.95 |
| Break-even: |
29.71 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
2.27 |
| Spread abs.: |
1.02 |
| Spread %: |
21.75% |
| Delta: |
0.80 |
| Theta: |
-0.10 |
| Omega: |
4.03 |
| Rho: |
0.00 |
Quote data
| Open: |
3.42 |
| High: |
3.42 |
| Low: |
3.42 |
| Previous Close: |
5.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-19.53% |
| 3 Months |
|
|
+12.13% |
| YTD |
|
|
-43.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.81 |
4.18 |
| 1M High / 1M Low: |
5.94 |
3.78 |
| 6M High / 6M Low: |
6.00 |
1.47 |
| High (YTD): |
2024-05-16 |
5.94 |
| Low (YTD): |
2024-04-18 |
1.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.52% |
| Volatility 6M: |
|
191.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
