UBS Call 28 VNA 17.06.2024
/ CH1306625075
UBS Call 28 VNA 17.06.2024/ CH1306625075 /
| 2024-05-31 9:53:59 PM |
Chg.+0.320 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
+35.56% |
-
Bid Size: - |
-
Ask Size: - |
VONOVIA SE NA O.N. |
28.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL9Y6L |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-11-16 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.37 |
| Parity: |
0.21 |
| Time value: |
0.78 |
| Break-even: |
28.99 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.09 |
| Spread %: |
10.00% |
| Delta: |
0.56 |
| Theta: |
-0.03 |
| Omega: |
16.05 |
| Rho: |
0.01 |
Quote data
| Open: |
0.890 |
| High: |
1.220 |
| Low: |
0.730 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.86% |
| 1 Month |
|
|
+18.45% |
| 3 Months |
|
|
-15.28% |
| YTD |
|
|
-63.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
0.820 |
| 1M High / 1M Low: |
2.450 |
0.760 |
| 6M High / 6M Low: |
3.360 |
0.290 |
| High (YTD): |
2024-01-31 |
2.980 |
| Low (YTD): |
2024-04-17 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.984 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.299 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.598 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
445.86% |
| Volatility 6M: |
|
301.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
