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UBS Call 26 VNA 17.06.2024/  CH1215571014  /

Frankfurt Zert./UBS
2024-05-31  7:26:46 PM Chg.+0.040 Bid9:54:10 PM Ask9:54:10 PM Underlying Strike price Expiration date Option type
0.270EUR +17.39% -
Bid Size: -		 -
Ask Size: -		 VONOVIA SE NA O.N. 26.00 - 2024-06-17 Call
 

Master data

WKN: UK84RN
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: VONOVIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 2024-06-17
Issue date: 2022-10-28
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.60
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.28
Implied volatility: 0.43
Historic volatility: 0.37
Parity: 0.28
Time value: 0.02
Break-even: 29.00
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 7.14%
Delta: 0.88
Theta: -0.02
Omega: 8.47
Rho: 0.01
 

Quote data

Open: 0.212
High: 0.270
Low: 0.205
Previous Close: 0.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+29.81%
1 Month  
+126.89%
3 Months  
+17.90%
YTD
  -38.64%
1 Year  
+558.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.210
1M High / 1M Low: 0.400 0.166
6M High / 6M Low: 0.450 0.059
High (YTD): 2024-01-31 0.430
Low (YTD): 2024-04-17 0.059
52W High: 2023-12-28 0.450
52W Low: 2023-06-29 0.039
Avg. price 1W:   0.237
Avg. volume 1W:   0.000
Avg. price 1M:   0.262
Avg. volume 1M:   0.000
Avg. price 6M:   0.251
Avg. volume 6M:   0.000
Avg. price 1Y:   0.188
Avg. volume 1Y:   0.000
Volatility 1M:   310.12%
Volatility 6M:   262.41%
Volatility 1Y:   245.28%
Volatility 3Y:   -