UBS Call 27 VNA 17.06.2024
/ CH1285186107
UBS Call 27 VNA 17.06.2024/ CH1285186107 /
| 2024-06-05 4:01:00 PM |
Chg.+0.31 |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.46EUR |
+14.42% |
-
Bid Size: - |
-
Ask Size: - |
VONOVIA SE NA O.N. |
27.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL8SEM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.51 |
| Intrinsic value: |
2.39 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.36 |
| Parity: |
2.39 |
| Time value: |
0.19 |
| Break-even: |
29.58 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
9.91 |
| Rho: |
0.01 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.46 |
| Previous Close: |
2.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+86.36% |
| 1 Month |
|
|
+50.92% |
| 3 Months |
|
|
+44.71% |
| YTD |
|
|
-37.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.46 |
1.32 |
| 1M High / 1M Low: |
3.18 |
1.32 |
| 6M High / 6M Low: |
3.93 |
0.43 |
| High (YTD): |
2024-01-31 |
3.72 |
| Low (YTD): |
2024-04-19 |
0.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
352.33% |
| Volatility 6M: |
|
272.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
