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UBS Call 11 EOAN 17.06.2024/  DE000UL2G203  /

Frankfurt Zert./UBS
2024-05-31  4:29:18 PM Chg.-0.060 Bid4:33:39 PM Ask4:33:39 PM Underlying Strike price Expiration date Option type
1.270EUR -4.51% -
Bid Size: -		 -
Ask Size: -		 E.ON SE NA O.N. 11.00 EUR 2024-06-17 Call
 

Master data

WKN: UL2G20
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: E.ON SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 11.00 EUR
Maturity: 2024-06-17
Issue date: 2023-03-23
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 9.15
Leverage: Yes

Calculated values

Fair value: 1.27
Intrinsic value: 1.26
Implied volatility: 0.44
Historic volatility: 0.17
Parity: 1.26
Time value: 0.09
Break-even: 12.34
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 0.75%
Delta: 0.89
Theta: -0.01
Omega: 8.12
Rho: 0.00
 

Quote data

Open: 1.280
High: 1.300
Low: 1.260
Previous Close: 1.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.63%
1 Month  
+14.41%
3 Months  
+64.94%
YTD  
+23.30%
1 Year  
+58.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.490 1.270
1M High / 1M Low: 1.810 1.180
6M High / 6M Low: 1.810 0.710
High (YTD): 2024-05-16 1.810
Low (YTD): 2024-02-28 0.710
52W High: 2024-05-16 1.810
52W Low: 2023-10-03 0.490
Avg. price 1W:   1.372
Avg. volume 1W:   0.000
Avg. price 1M:   1.484
Avg. volume 1M:   0.000
Avg. price 6M:   1.146
Avg. volume 6M:   0.000
Avg. price 1Y:   0.943
Avg. volume 1Y:   0.000
Volatility 1M:   110.24%
Volatility 6M:   157.68%
Volatility 1Y:   128.32%
Volatility 3Y:   -