UBS Call 24 VNA 17.06.2024
/ CH1285186073
UBS Call 24 VNA 17.06.2024/ CH1285186073 /
| 31/05/2024 19:35:27 |
Chg.+0.450 |
Bid21:54:10 |
Ask21:54:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.690EUR |
+10.61% |
-
Bid Size: - |
-
Ask Size: - |
VONOVIA SE NA O.N. |
24.00 EUR |
17/06/2024 |
Call |
Master data
| WKN: |
UL8VNV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
17/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
14/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.27 |
| Intrinsic value: |
4.21 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.37 |
| Parity: |
4.21 |
| Time value: |
0.08 |
| Break-even: |
28.29 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
2.14% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
6.34 |
| Rho: |
0.01 |
Quote data
| Open: |
4.220 |
| High: |
4.690 |
| Low: |
3.940 |
| Previous Close: |
4.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.74% |
| 1 Month |
|
|
+88.35% |
| 3 Months |
|
|
+36.34% |
| YTD |
|
|
-19.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.690 |
3.990 |
| 1M High / 1M Low: |
6.030 |
3.280 |
| 6M High / 6M Low: |
6.030 |
1.470 |
| High (YTD): |
20/05/2024 |
6.030 |
| Low (YTD): |
17/04/2024 |
1.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.534 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.946 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.63% |
| Volatility 6M: |
|
189.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
