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UBS Call 10.5 EOAN 17.06.2024/  CH1234598766  /

Frankfurt Zert./UBS
2024-05-24  7:34:06 PM Chg.+0.030 Bid9:34:12 PM Ask9:34:12 PM Underlying Strike price Expiration date Option type
1.880EUR +1.62% -
Bid Size: -		 -
Ask Size: -		 E.ON SE NA O.N. 10.50 - 2024-06-17 Call
 

Master data

WKN: UK9265
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: E.ON SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 10.50 -
Maturity: 2024-06-17
Issue date: 2022-12-02
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.47
Leverage: Yes

Calculated values

Fair value: 1.88
Intrinsic value: 1.85
Implied volatility: 0.43
Historic volatility: 0.17
Parity: 1.85
Time value: 0.06
Break-even: 12.41
Moneyness: 1.18
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 2.14%
Delta: 0.94
Theta: 0.00
Omega: 6.09
Rho: 0.01
 

Quote data

Open: 1.780
High: 1.920
Low: 1.780
Previous Close: 1.850
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.18%
1 Month
  -5.05%
3 Months  
+31.47%
YTD
  -2.08%
1 Year  
+18.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.230 1.850
1M High / 1M Low: 2.880 1.850
6M High / 6M Low: 2.880 1.400
High (YTD): 2024-05-16 2.880
Low (YTD): 2024-03-04 1.400
52W High: 2024-05-16 2.880
52W Low: 2023-10-03 1.010
Avg. price 1W:   2.052
Avg. volume 1W:   0.000
Avg. price 1M:   2.290
Avg. volume 1M:   0.000
Avg. price 6M:   2.009
Avg. volume 6M:   0.000
Avg. price 1Y:   1.748
Avg. volume 1Y:   0.000
Volatility 1M:   114.39%
Volatility 6M:   125.78%
Volatility 1Y:   107.13%
Volatility 3Y:   -