UBS Call 21 VNA 17.06.2024
/ CH1297152592
UBS Call 21 VNA 17.06.2024/ CH1297152592 /
| 2024-05-17 9:26:17 AM |
Chg.-0.060 |
Bid9:41:28 AM |
Ask9:39:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.790EUR |
-0.68% |
-
Bid Size: - |
-
Ask Size: - |
VONOVIA SE NA O.N. |
21.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL7XTZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-05-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.25 |
| Intrinsic value: |
7.21 |
| Implied volatility: |
2.03 |
| Historic volatility: |
0.37 |
| Parity: |
7.21 |
| Time value: |
1.59 |
| Break-even: |
29.80 |
| Moneyness: |
1.34 |
| Premium: |
0.06 |
| Premium p.a.: |
2.25 |
| Spread abs.: |
0.02 |
| Spread %: |
0.23% |
| Delta: |
0.82 |
| Theta: |
-0.10 |
| Omega: |
2.61 |
| Rho: |
0.01 |
Quote data
| Open: |
8.770 |
| High: |
8.790 |
| Low: |
8.770 |
| Previous Close: |
8.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+42.46% |
| 3 Months |
|
|
+43.86% |
| YTD |
|
|
+4.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.920 |
6.390 |
| 6M High / 6M Low: |
8.920 |
3.710 |
| High (YTD): |
2024-05-15 |
8.920 |
| Low (YTD): |
2024-04-17 |
3.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
7.461 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.351 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.46% |
| Volatility 6M: |
|
125.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
