UBS Call 11 EOAN 17.06.2024
/ DE000UL2G203
UBS Call 11 EOAN 17.06.2024/ DE000UL2G203 /
| 2024-05-31 10:26:37 AM |
Chg.-0.10 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
-7.30% |
-
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: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.79% |
| 1 Month |
|
|
+11.40% |
| 3 Months |
|
|
+56.79% |
| YTD |
|
|
+25.74% |
| 1 Year |
|
|
+58.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
1.27 |
| 1M High / 1M Low: |
1.78 |
1.20 |
| 6M High / 6M Low: |
1.78 |
0.70 |
| High (YTD): |
2024-05-17 |
1.78 |
| Low (YTD): |
2024-02-28 |
0.70 |
| 52W High: |
2024-05-17 |
1.78 |
| 52W Low: |
2023-10-03 |
0.49 |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.95 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
105.34% |
| Volatility 6M: |
|
161.43% |
| Volatility 1Y: |
|
130.29% |
| Volatility 3Y: |
|
- |
