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UBS Call 11.5 EOAN 17.06.2024/  DE000UL39SH5  /

EUWAX
2024-06-11  11:24:02 AM Chg.-0.120 Bid5:01:12 PM Ask5:01:12 PM Underlying Strike price Expiration date Option type
0.780EUR -13.33% -
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: 14.32
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.82
Implied volatility: 0.45
Historic volatility: 0.17
Parity: 0.82
Time value: 0.05
Break-even: 12.36
Moneyness: 1.07
Premium: 0.00
Premium p.a.: 0.25
Spread abs.: 0.09
Spread %: 11.69%
Delta: 0.89
Theta: -0.01
Omega: 12.76
Rho: 0.00
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month
  -40.00%
3 Months  
+32.20%
YTD  
+5.41%
1 Year  
+16.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 0.900
1M High / 1M Low: 1.440 0.780
6M High / 6M Low: 1.440 0.440
High (YTD): 2024-05-16 1.440
Low (YTD): 2024-02-28 0.440
52W High: 2024-05-16 1.440
52W Low: 2023-10-03 0.350
Avg. price 1W:   1.072
Avg. volume 1W:   0.000
Avg. price 1M:   1.154
Avg. volume 1M:   0.000
Avg. price 6M:   0.856
Avg. volume 6M:   0.000
Avg. price 1Y:   0.709
Avg. volume 1Y:   0.000
Volatility 1M:   205.02%
Volatility 6M:   230.69%
Volatility 1Y:   178.77%
Volatility 3Y:   -