UBS Call 27 VNA 17.06.2024
/ CH1285186107
UBS Call 27 VNA 17.06.2024/ CH1285186107 /
| 2024-05-31 8:54:08 AM |
Chg.+0.20 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
+15.15% |
-
Bid Size: - |
-
Ask Size: - |
VONOVIA SE NA O.N. |
27.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL8SEM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.37 |
| Parity: |
1.80 |
| Time value: |
0.26 |
| Break-even: |
29.06 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.09 |
| Spread %: |
4.57% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
11.49 |
| Rho: |
0.01 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.80% |
| 1 Month |
|
|
+111.11% |
| 3 Months |
|
|
-2.56% |
| YTD |
|
|
-61.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.32 |
| 1M High / 1M Low: |
3.18 |
1.18 |
| 6M High / 6M Low: |
3.93 |
0.43 |
| High (YTD): |
2024-01-31 |
3.72 |
| Low (YTD): |
2024-04-19 |
0.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
366.21% |
| Volatility 6M: |
|
268.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
