UBS Call 23 VNA 17.06.2024
/ CH1285186065
UBS Call 23 VNA 17.06.2024/ CH1285186065 /
| 17/05/2024 09:23:48 |
Chg.+0.010 |
Bid09:41:28 |
Ask09:39:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.890EUR |
+0.15% |
-
Bid Size: - |
-
Ask Size: - |
VONOVIA SE NA O.N. |
23.00 - |
17/06/2024 |
Call |
Master data
| WKN: |
UL860C |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 - |
| Maturity: |
17/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.25 |
| Intrinsic value: |
5.21 |
| Implied volatility: |
1.66 |
| Historic volatility: |
0.37 |
| Parity: |
5.21 |
| Time value: |
1.62 |
| Break-even: |
29.83 |
| Moneyness: |
1.23 |
| Premium: |
0.06 |
| Premium p.a.: |
2.32 |
| Spread abs.: |
0.02 |
| Spread %: |
0.29% |
| Delta: |
0.77 |
| Theta: |
-0.09 |
| Omega: |
3.20 |
| Rho: |
0.01 |
Quote data
| Open: |
6.800 |
| High: |
6.890 |
| Low: |
6.800 |
| Previous Close: |
6.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+107.53% |
| 3 Months |
|
|
+55.88% |
| YTD |
|
|
+3.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.950 |
4.410 |
| 6M High / 6M Low: |
6.950 |
2.080 |
| High (YTD): |
15/05/2024 |
6.950 |
| Low (YTD): |
17/04/2024 |
2.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.497 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.660 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.02% |
| Volatility 6M: |
|
166.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
