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UBS Call 12 EOAN 17.06.2024/  DE000UL2EE24  /

Frankfurt Zert./UBS
2024-06-04  7:29:33 PM Chg.+0.100 Bid9:40:08 PM Ask- Underlying Strike price Expiration date Option type
0.610EUR +19.61% -
Bid Size: -		 -
Ask Size: -		 E.ON SE NA O.N. 12.00 EUR 2024-06-17 Call
 

Master data

WKN: UL2EE2
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: E.ON SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 2024-06-17
Issue date: 2023-03-23
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 24.40
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.45
Implied volatility: 0.22
Historic volatility: 0.17
Parity: 0.45
Time value: 0.07
Break-even: 12.51
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.00%
Delta: 0.83
Theta: -0.01
Omega: 20.14
Rho: 0.00
 

Quote data

Open: 0.530
High: 0.630
Low: 0.530
Previous Close: 0.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+56.41%
1 Month  
+35.56%
3 Months  
+134.62%
YTD  
+52.50%
1 Year  
+90.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.360
1M High / 1M Low: 0.840 0.360
6M High / 6M Low: 0.840 0.211
High (YTD): 2024-05-16 0.840
Low (YTD): 2024-02-27 0.211
52W High: 2024-05-16 0.840
52W Low: 2023-10-03 0.185
Avg. price 1W:   0.458
Avg. volume 1W:   0.000
Avg. price 1M:   0.582
Avg. volume 1M:   0.000
Avg. price 6M:   0.431
Avg. volume 6M:   0.000
Avg. price 1Y:   0.360
Avg. volume 1Y:   0.000
Volatility 1M:   264.06%
Volatility 6M:   266.63%
Volatility 1Y:   202.51%
Volatility 3Y:   -