UBS Call 26 VNA 17.06.2024
/ CH1215571014
UBS Call 26 VNA 17.06.2024/ CH1215571014 /
| 2024-06-07 7:33:52 PM |
Chg.-0.171 |
Bid9:51:30 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.099EUR |
-63.33% |
-
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: |
26.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.37 |
| Parity: |
0.07 |
| Time value: |
0.03 |
| Break-even: |
26.99 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.00 |
| Spread %: |
2.06% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
18.81 |
| Rho: |
0.00 |
Quote data
| Open: |
0.212 |
| High: |
0.212 |
| Low: |
0.091 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-63.33% |
| 1 Month |
|
|
-53.30% |
| 3 Months |
|
|
-56.39% |
| YTD |
|
|
-77.50% |
| 1 Year |
|
|
+67.80% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.099 |
| 1M High / 1M Low: |
0.400 |
0.099 |
| 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: |
|
0.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.248 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.192 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
364.38% |
| Volatility 6M: |
|
279.20% |
| Volatility 1Y: |
|
253.19% |
| Volatility 3Y: |
|
- |
