UBS Call 27 VNA 17.06.2024
/ CH1230075454
UBS Call 27 VNA 17.06.2024/ CH1230075454 /
2024-06-05 6:19:05 PM |
Chg.-0.005 |
Bid6:32:40 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-2.04% |
0.241 Bid Size: 15,000 |
- Ask Size: - |
VONOVIA SE NA O.N. |
27.00 - |
2024-06-17 |
Call |
Master data
WKN: |
UK8SBQ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
VONOVIA SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
27.00 - |
Maturity: |
2024-06-17 |
Issue date: |
2022-11-09 |
Last trading day: |
2024-06-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.24 |
Implied volatility: |
- |
Historic volatility: |
0.36 |
Parity: |
0.24 |
Time value: |
-0.04 |
Break-even: |
28.98 |
Moneyness: |
1.09 |
Premium: |
-0.01 |
Premium p.a.: |
-0.35 |
Spread abs.: |
-0.05 |
Spread %: |
-20.80% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.250 |
High: |
0.290 |
Low: |
0.235 |
Previous Close: |
0.245 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+81.82% |
1 Month |
|
|
+63.27% |
3 Months |
|
|
+57.89% |
YTD |
|
|
-36.84% |
1 Year |
|
|
+605.88% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.245 |
0.132 |
1M High / 1M Low: |
0.320 |
0.132 |
6M High / 6M Low: |
0.390 |
0.032 |
High (YTD): |
2024-01-31 |
0.360 |
Low (YTD): |
2024-03-18 |
0.032 |
52W High: |
2023-12-27 |
0.390 |
52W Low: |
2023-06-14 |
0.027 |
Avg. price 1W: |
|
0.182 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.194 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.197 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.151 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
391.30% |
Volatility 6M: |
|
330.03% |
Volatility 1Y: |
|
295.78% |
Volatility 3Y: |
|
- |