UBS Call 25 VNA 17.06.2024
/ CH1285186081
UBS Call 25 VNA 17.06.2024/ CH1285186081 /
| 12/06/2024 08:53:55 |
Chg.-0.34 |
Bid22:00:14 |
Ask22:00:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
-18.58% |
-
Bid Size: - |
-
Ask Size: - |
VONOVIA SE NA O.N. |
25.00 EUR |
17/06/2024 |
Call |
Master data
| WKN: |
UL82EY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
17/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
14/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.37 |
| Parity: |
1.24 |
| Time value: |
0.19 |
| Break-even: |
26.43 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.80 |
| Theta: |
-0.05 |
| Omega: |
14.72 |
| Rho: |
0.00 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-66.67% |
| 1 Month |
|
|
-51.31% |
| 3 Months |
|
|
-60.58% |
| YTD |
|
|
-71.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.80 |
1.79 |
| 1M High / 1M Low: |
4.98 |
1.79 |
| 6M High / 6M Low: |
5.26 |
1.00 |
| High (YTD): |
31/01/2024 |
5.12 |
| Low (YTD): |
19/04/2024 |
1.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.83% |
| Volatility 6M: |
|
243.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
