UBS Put 27 VNA 17.06.2024
/ DE000UL9M040
UBS Put 27 VNA 17.06.2024/ DE000UL9M040 /
2024-06-07 9:51:27 PM |
Chg.+0.532 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
+268.69% |
- Bid Size: - |
- Ask Size: - |
VONOVIA SE NA O.N. |
27.00 EUR |
2024-06-17 |
Put |
Master data
WKN: |
UL9M04 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
VONOVIA SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
27.00 EUR |
Maturity: |
2024-06-17 |
Issue date: |
2023-11-03 |
Last trading day: |
2024-06-14 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-37.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.33 |
Historic volatility: |
0.37 |
Parity: |
0.32 |
Time value: |
0.40 |
Break-even: |
26.28 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
0.83 |
Spread abs.: |
-0.01 |
Spread %: |
-1.37% |
Delta: |
-0.57 |
Theta: |
-0.03 |
Omega: |
-21.24 |
Rho: |
0.00 |
Quote data
Open: |
0.280 |
High: |
0.810 |
Low: |
0.270 |
Previous Close: |
0.198 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+170.37% |
1 Month |
|
|
-26.26% |
3 Months |
|
|
-59.67% |
YTD |
|
|
-49.66% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.730 |
0.166 |
1M High / 1M Low: |
0.990 |
0.166 |
6M High / 6M Low: |
2.980 |
0.166 |
High (YTD): |
2024-04-17 |
2.980 |
Low (YTD): |
2024-06-05 |
0.166 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.300 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.449 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.650 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
987.22% |
Volatility 6M: |
|
427.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |