UBS Call 11.5 EOAN 17.06.2024
/ DE000UL39SH5
UBS Call 11.5 EOAN 17.06.2024/ DE000UL39SH5 /
| 2024-05-31 3:47:02 PM |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-5.75% |
-
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: |
0.850 |
| High: |
0.850 |
| Low: |
0.760 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.83% |
| 1 Month |
|
|
+6.49% |
| 3 Months |
|
|
+70.83% |
| YTD |
|
|
+5.13% |
| 1 Year |
|
|
+18.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.870 |
| 1M High / 1M Low: |
1.520 |
0.770 |
| 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: |
|
0.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.841 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.700 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
153.71% |
| Volatility 6M: |
|
171.68% |
| Volatility 1Y: |
|
145.41% |
| Volatility 3Y: |
|
- |
