UBS Call 26 VNA 17.06.2024
/ CH1285186099
UBS Call 26 VNA 17.06.2024/ CH1285186099 /
| 2024-05-31 8:54:08 AM |
Chg.-0.14 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
-5.67% |
-
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: |
2.33 |
| High: |
2.33 |
| Low: |
2.33 |
| Previous Close: |
2.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.85% |
| 1 Month |
|
|
+117.76% |
| 3 Months |
|
|
+15.35% |
| YTD |
|
|
-48.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.58 |
2.25 |
| 1M High / 1M Low: |
4.05 |
1.75 |
| 6M High / 6M Low: |
4.56 |
0.66 |
| High (YTD): |
2024-01-31 |
4.39 |
| Low (YTD): |
2024-04-19 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.62 |
| Avg. volume 6M: |
|
2.46 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.95% |
| Volatility 6M: |
|
246.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
