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UBS Call 27 VNA 17.06.2024/  CH1230075454  /

EUWAX
2024-05-31  8:36:58 AM Chg.+0.022 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.148EUR +17.46% -
Bid Size: -		 -
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: 16.99
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.12
Implied volatility: 0.38
Historic volatility: 0.37
Parity: 0.12
Time value: 0.05
Break-even: 28.66
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.40
Spread abs.: 0.02
Spread %: 13.70%
Delta: 0.73
Theta: -0.02
Omega: 12.34
Rho: 0.01
 

Quote data

Open: 0.148
High: 0.148
Low: 0.148
Previous Close: 0.126
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+131.25%
3 Months  
+5.71%
YTD
  -61.05%
1 Year  
+377.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.166 0.126
1M High / 1M Low: 0.310 0.110
6M High / 6M Low: 0.380 0.035
High (YTD): 2024-01-31 0.360
Low (YTD): 2024-04-19 0.035
52W High: 2023-12-29 0.380
52W Low: 2023-06-29 0.030
Avg. price 1W:   0.143
Avg. volume 1W:   0.000
Avg. price 1M:   0.181
Avg. volume 1M:   0.000
Avg. price 6M:   0.199
Avg. volume 6M:   0.000
Avg. price 1Y:   0.149
Avg. volume 1Y:   0.000
Volatility 1M:   370.06%
Volatility 6M:   293.81%
Volatility 1Y:   269.48%
Volatility 3Y:   -