UBS Call 27 VNA 17.06.2024/  CH1230075454  /

UBS Investment Bank
2024-05-31  9:53:59 PM Chg.+0.042 Bid- Ask- Underlying Strike price Expiration date Option type
0.188EUR +28.77% -
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: 0.141
High: 0.188
Low: 0.124
Previous Close: 0.146
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.26%
1 Month  
+38.24%
3 Months  
+35.25%
YTD
  -50.53%
1 Year  
+469.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.171 0.132
1M High / 1M Low: 0.320 0.108
6M High / 6M Low: 0.390 0.033
High (YTD): 2024-01-31 0.350
Low (YTD): 2024-03-18 0.033
52W High: 2023-12-27 0.390
52W Low: 2023-06-29 0.030
Avg. price 1W:   0.145
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.196
Avg. volume 6M:   0.000
Avg. price 1Y:   0.148
Avg. volume 1Y:   0.000
Volatility 1M:   381.77%
Volatility 6M:   335.69%
Volatility 1Y:   296.82%
Volatility 3Y:   -