UBS Call 11.5 EOAN 17.06.2024
/ DE000UL3KLU8
UBS Call 11.5 EOAN 17.06.2024/ DE000UL3KLU8 /
2024-06-05 9:25:58 AM |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.190EUR |
+2.59% |
- Bid Size: - |
- Ask Size: - |
E.ON SE NA O.N. |
11.50 EUR |
2024-06-17 |
Call |
Master data
WKN: |
UL3KLU |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
E.ON SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.50 EUR |
Maturity: |
2024-06-17 |
Issue date: |
2023-03-31 |
Last trading day: |
2024-06-14 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
11.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.07 |
Intrinsic value: |
1.06 |
Implied volatility: |
0.45 |
Historic volatility: |
0.17 |
Parity: |
1.06 |
Time value: |
0.08 |
Break-even: |
12.64 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.21 |
Spread abs.: |
-0.02 |
Spread %: |
-1.72% |
Delta: |
0.87 |
Theta: |
-0.01 |
Omega: |
9.63 |
Rho: |
0.00 |
Quote data
Open: |
1.190 |
High: |
1.210 |
Low: |
1.150 |
Previous Close: |
1.160 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+30.77% |
1 Month |
|
|
+32.22% |
3 Months |
|
|
+124.53% |
YTD |
|
|
+52.56% |
1 Year |
|
|
+88.89% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.160 |
0.820 |
1M High / 1M Low: |
1.520 |
0.820 |
6M High / 6M Low: |
1.520 |
0.440 |
High (YTD): |
2024-05-16 |
1.520 |
Low (YTD): |
2024-02-28 |
0.440 |
52W High: |
2024-05-16 |
1.520 |
52W Low: |
2023-10-03 |
0.350 |
Avg. price 1W: |
|
0.952 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.119 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.847 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.704 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
179.28% |
Volatility 6M: |
|
172.53% |
Volatility 1Y: |
|
145.47% |
Volatility 3Y: |
|
- |