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UBS Call 12 EOAN 17.06.2024/  DE000UL2EE24  /

UBS Investment Bank
2024-06-05  9:15:58 AM Chg.+0.030 Bid9:15:58 AM Ask- Underlying Strike price Expiration date Option type
0.660EUR +4.76% 0.660
Bid Size: 10,000		 -
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: 0.660
High: 0.670
Low: 0.630
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+78.38%
1 Month  
+46.67%
3 Months  
+153.85%
YTD  
+65.00%
1 Year  
+106.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.340
1M High / 1M Low: 0.840 0.340
6M High / 6M Low: 0.840 0.212
High (YTD): 2024-05-16 0.840
Low (YTD): 2024-02-28 0.212
52W High: 2024-05-16 0.840
52W Low: 2023-10-03 0.183
Avg. price 1W:   0.450
Avg. volume 1W:   0.000
Avg. price 1M:   0.580
Avg. volume 1M:   0.000
Avg. price 6M:   0.430
Avg. volume 6M:   0.000
Avg. price 1Y:   0.359
Avg. volume 1Y:   0.000
Volatility 1M:   288.79%
Volatility 6M:   208.43%
Volatility 1Y:   165.00%
Volatility 3Y:   -