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UBS Call 11 EOAN 17.06.2024/  DE000UL2G203  /

Frankfurt Zert./UBS
2024-06-05  4:39:59 PM Chg.-0.010 Bid5:15:07 PM Ask- Underlying Strike price Expiration date Option type
1.570EUR -0.63% 1.620
Bid Size: 10,000		 -
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: 7.95
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.56
Implied volatility: 0.37
Historic volatility: 0.17
Parity: 1.56
Time value: 0.02
Break-even: 12.58
Moneyness: 1.14
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: -0.03
Spread %: -1.86%
Delta: 0.98
Theta: 0.00
Omega: 7.78
Rho: 0.00
 

Quote data

Open: 1.630
High: 1.660
Low: 1.570
Previous Close: 1.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+20.77%
1 Month  
+24.60%
3 Months  
+89.16%
YTD  
+52.43%
1 Year  
+101.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.580 1.270
1M High / 1M Low: 1.810 1.250
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:   1.390
Avg. volume 1W:   0.000
Avg. price 1M:   1.512
Avg. volume 1M:   0.000
Avg. price 6M:   1.155
Avg. volume 6M:   0.000
Avg. price 1Y:   0.948
Avg. volume 1Y:   0.000
Volatility 1M:   122.23%
Volatility 6M:   159.27%
Volatility 1Y:   129.30%
Volatility 3Y:   -