UBS Call 24 VNA 17.06.2024
/ CH1213915544
UBS Call 24 VNA 17.06.2024/ CH1213915544 /
| 31/05/2024 21:47:30 |
Chg.+0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+14.63% |
-
Bid Size: - |
-
Ask Size: - |
VONOVIA SE NA O.N. |
24.00 - |
17/06/2024 |
Call |
Master data
| WKN: |
UK8EWS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
17/06/2024 |
| Issue date: |
18/10/2022 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.37 |
| Parity: |
0.42 |
| Time value: |
0.01 |
| Break-even: |
28.30 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
6.29 |
| Rho: |
0.01 |
Quote data
| Open: |
0.410 |
| High: |
0.470 |
| Low: |
0.380 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.63% |
| 1 Month |
|
|
+42.42% |
| 3 Months |
|
|
+67.86% |
| YTD |
|
|
-18.97% |
| 1 Year |
|
|
+786.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.390 |
| 1M High / 1M Low: |
0.590 |
0.310 |
| 6M High / 6M Low: |
0.590 |
0.118 |
| High (YTD): |
20/05/2024 |
0.590 |
| Low (YTD): |
17/04/2024 |
0.118 |
| 52W High: |
20/05/2024 |
0.590 |
| 52W Low: |
29/06/2023 |
0.044 |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.435 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.365 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.263 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
205.93% |
| Volatility 6M: |
|
206.67% |
| Volatility 1Y: |
|
230.68% |
| Volatility 3Y: |
|
- |
