UBS Call 26 VNA 17.06.2024
/ CH1285186099
UBS Call 26 VNA 17.06.2024/ CH1285186099 /
2024-05-31 7:26:24 PM |
Chg.+0.380 |
Bid9:54:10 PM |
Ask9:54:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.770EUR |
+15.90% |
- Bid Size: - |
- Ask Size: - |
VONOVIA SE NA O.N. |
26.00 EUR |
2024-06-17 |
Call |
Master data
WKN: |
UL8RBJ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
VONOVIA SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
26.00 EUR |
Maturity: |
2024-06-17 |
Issue date: |
2023-09-14 |
Last trading day: |
2024-06-14 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.42 |
Intrinsic value: |
2.21 |
Implied volatility: |
0.38 |
Historic volatility: |
0.37 |
Parity: |
2.21 |
Time value: |
0.22 |
Break-even: |
28.43 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.09 |
Spread %: |
3.85% |
Delta: |
0.86 |
Theta: |
-0.02 |
Omega: |
9.95 |
Rho: |
0.01 |
Quote data
Open: |
2.330 |
High: |
2.770 |
Low: |
2.110 |
Previous Close: |
2.390 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+27.65% |
1 Month |
|
|
+118.11% |
3 Months |
|
|
+16.39% |
YTD |
|
|
-37.61% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.770 |
2.170 |
1M High / 1M Low: |
4.110 |
1.620 |
6M High / 6M Low: |
4.570 |
0.670 |
High (YTD): |
2024-01-31 |
4.400 |
Low (YTD): |
2024-04-17 |
0.670 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.456 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.686 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.601 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
322.47% |
Volatility 6M: |
|
242.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |