UBS Call 29 VNA 17.06.2024
/ CH1306625083
UBS Call 29 VNA 17.06.2024/ CH1306625083 /
2024-06-11 4:37:30 PM |
Chg.-0.011 |
Bid5:05:31 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.028EUR |
-28.21% |
0.021 Bid Size: 5,000 |
- Ask Size: - |
VONOVIA SE NA O.N. |
29.00 EUR |
2024-06-17 |
Call |
Master data
WKN: |
UL96RK |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
VONOVIA SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
29.00 EUR |
Maturity: |
2024-06-17 |
Issue date: |
2023-11-16 |
Last trading day: |
2024-06-14 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
683.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.37 |
Parity: |
-2.36 |
Time value: |
0.04 |
Break-even: |
29.04 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.00 |
Spread %: |
-9.30% |
Delta: |
0.06 |
Theta: |
-0.02 |
Omega: |
43.31 |
Rho: |
0.00 |
Quote data
Open: |
0.039 |
High: |
0.049 |
Low: |
0.011 |
Previous Close: |
0.039 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-97.17% |
1 Month |
|
|
-95.88% |
3 Months |
|
|
-98.00% |
YTD |
|
|
-98.99% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.039 |
1M High / 1M Low: |
1.750 |
0.039 |
6M High / 6M Low: |
2.840 |
0.039 |
High (YTD): |
2024-01-31 |
2.580 |
Low (YTD): |
2024-06-10 |
0.039 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.504 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.794 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.162 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
671.79% |
Volatility 6M: |
|
365.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |