UBS Call 26 VNA 17.06.2024
/ CH1285186099
UBS Call 26 VNA 17.06.2024/ CH1285186099 /
2024-06-05 9:35:31 PM |
Chg.+0.080 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.600EUR |
+2.27% |
- 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: |
9.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.44 |
Intrinsic value: |
3.39 |
Implied volatility: |
- |
Historic volatility: |
0.36 |
Parity: |
3.39 |
Time value: |
-0.34 |
Break-even: |
29.05 |
Moneyness: |
1.13 |
Premium: |
-0.01 |
Premium p.a.: |
-0.30 |
Spread abs.: |
-0.47 |
Spread %: |
-13.35% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
3.590 |
High: |
4.000 |
Low: |
3.350 |
Previous Close: |
3.520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+53.85% |
1 Month |
|
|
+54.51% |
3 Months |
|
|
+102.25% |
YTD |
|
|
-20.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.600 |
2.340 |
1M High / 1M Low: |
4.110 |
2.170 |
6M High / 6M Low: |
4.570 |
0.660 |
High (YTD): |
2024-01-31 |
4.230 |
Low (YTD): |
2024-04-17 |
0.660 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.072 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.863 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.586 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
272.85% |
Volatility 6M: |
|
232.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |