UBS Put 31 VNA 17.06.2024
/ DE000UM0NSS6
UBS Put 31 VNA 17.06.2024/ DE000UM0NSS6 /
2024-05-28 7:28:54 PM |
Chg.-0.420 |
Bid9:45:56 PM |
Ask9:45:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.510EUR |
-14.33% |
- Bid Size: - |
- Ask Size: - |
VONOVIA SE NA O.N. |
31.00 EUR |
2024-06-17 |
Put |
Master data
WKN: |
UM0NSS |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
VONOVIA SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
31.00 EUR |
Maturity: |
2024-06-17 |
Issue date: |
2023-12-22 |
Last trading day: |
2024-06-14 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-9.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.10 |
Intrinsic value: |
3.01 |
Implied volatility: |
0.18 |
Historic volatility: |
0.37 |
Parity: |
3.01 |
Time value: |
-0.06 |
Break-even: |
28.05 |
Moneyness: |
1.11 |
Premium: |
0.00 |
Premium p.a.: |
-0.04 |
Spread abs.: |
0.03 |
Spread %: |
1.03% |
Delta: |
-0.99 |
Theta: |
0.00 |
Omega: |
-9.39 |
Rho: |
-0.02 |
Quote data
Open: |
3.000 |
High: |
3.000 |
Low: |
2.460 |
Previous Close: |
2.930 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.09% |
1 Month |
|
|
-39.23% |
3 Months |
|
|
-33.24% |
YTD |
|
|
-2.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.020 |
2.120 |
1M High / 1M Low: |
4.010 |
1.670 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-17 |
4.510 |
Low (YTD): |
2024-05-17 |
1.670 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.592 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.735 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
218.82% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |