UBS Call 11 EOAN 17.06.2024
/ DE000UL2G203
UBS Call 11 EOAN 17.06.2024/ DE000UL2G203 /
2024-05-31 4:33:31 PM |
Chg.-0.070 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.260EUR |
-5.26% |
- 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: |
1.310 |
High: |
1.310 |
Low: |
1.220 |
Previous Close: |
1.330 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.70% |
1 Month |
|
|
+13.51% |
3 Months |
|
|
+65.79% |
YTD |
|
|
+21.15% |
1 Year |
|
|
+50.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.470 |
1.290 |
1M High / 1M Low: |
1.820 |
1.110 |
6M High / 6M Low: |
1.820 |
0.710 |
High (YTD): |
2024-05-16 |
1.820 |
Low (YTD): |
2024-02-28 |
0.710 |
52W High: |
2024-05-16 |
1.820 |
52W Low: |
2023-10-03 |
0.490 |
Avg. price 1W: |
|
1.403 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.484 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.144 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.940 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
109.99% |
Volatility 6M: |
|
124.84% |
Volatility 1Y: |
|
110.70% |
Volatility 3Y: |
|
- |