UBS Call 21 VNA 17.06.2024
/ CH1297152592
UBS Call 21 VNA 17.06.2024/ CH1297152592 /
2024-05-17 9:41:25 AM |
Chg.-0.070 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
8.780EUR |
-0.79% |
- 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: |
3.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.42 |
Intrinsic value: |
8.39 |
Implied volatility: |
1.55 |
Historic volatility: |
0.36 |
Parity: |
8.39 |
Time value: |
0.41 |
Break-even: |
29.80 |
Moneyness: |
1.40 |
Premium: |
0.01 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.02 |
Spread %: |
0.23% |
Delta: |
0.91 |
Theta: |
-0.06 |
Omega: |
3.04 |
Rho: |
0.01 |
Quote data
Open: |
8.750 |
High: |
8.890 |
Low: |
8.670 |
Previous Close: |
8.850 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+21.78% |
3 Months |
|
|
+70.16% |
YTD |
|
|
+4.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
8.930 |
6.650 |
6M High / 6M Low: |
8.930 |
3.680 |
High (YTD): |
2024-05-15 |
8.930 |
Low (YTD): |
2024-04-17 |
3.680 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
7.620 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.321 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
149.91% |
Volatility 6M: |
|
119.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |