UBS Call 30 VNA 17.06.2024
/ CH1306625091
UBS Call 30 VNA 17.06.2024/ CH1306625091 /
| 2024-06-05 7:38:05 PM |
Chg.-0.050 |
Bid8:22:55 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-10.00% |
0.460
Bid Size: 1,500 |
-
Ask Size: - |
VONOVIA SE NA O.N. |
30.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL9RBX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-11-16 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
94.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.36 |
| Parity: |
-0.61 |
| Time value: |
0.31 |
| Break-even: |
30.31 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
1.55 |
| Spread abs.: |
-0.21 |
| Spread %: |
-40.38% |
| Delta: |
0.35 |
| Theta: |
-0.02 |
| Omega: |
32.91 |
| Rho: |
0.00 |
Quote data
| Open: |
0.540 |
| High: |
0.640 |
| Low: |
0.440 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+107.37% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-35.71% |
| YTD |
|
|
-80.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.217 |
| 1M High / 1M Low: |
1.190 |
0.217 |
| 6M High / 6M Low: |
2.380 |
0.122 |
| High (YTD): |
2024-01-31 |
2.110 |
| Low (YTD): |
2024-04-17 |
0.122 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.319 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.939 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
625.60% |
| Volatility 6M: |
|
370.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
