OverviewChartNewsTraderScreen

UBS Call 11.5 EOAN 17.06.2024/  DE000UL39SH5  /

Frankfurt Zert./UBS
2024-05-31  3:37:11 PM Chg.-0.050 Bid3:47:11 PM Ask3:47:11 PM Underlying Strike price Expiration date Option type
0.830EUR -5.68% -
Bid Size: -		 -
Ask Size: -		 E.ON SE NA O.N. 11.50 EUR 2024-06-17 Call
 

Master data

WKN: UL39SH
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: 2023-05-08
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 13.93
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.76
Implied volatility: 0.36
Historic volatility: 0.17
Parity: 0.76
Time value: 0.13
Break-even: 12.38
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 1.15%
Delta: 0.81
Theta: -0.01
Omega: 11.27
Rho: 0.00
 

Quote data

Open: 0.840
High: 0.840
Low: 0.790
Previous Close: 0.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.70%
1 Month  
+5.06%
3 Months  
+66.00%
YTD  
+7.79%
1 Year  
+29.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.830
1M High / 1M Low: 1.510 0.820
6M High / 6M Low: 1.510 0.440
High (YTD): 2024-05-16 1.510
Low (YTD): 2024-02-28 0.440
52W High: 2024-05-16 1.510
52W Low: 2023-10-03 0.350
Avg. price 1W:   0.930
Avg. volume 1W:   0.000
Avg. price 1M:   1.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.840
Avg. volume 6M:   0.000
Avg. price 1Y:   0.700
Avg. volume 1Y:   0.000
Volatility 1M:   155.93%
Volatility 6M:   224.70%
Volatility 1Y:   174.78%
Volatility 3Y:   -