UBS Call 10.5 EOAN 17.06.2024
/ DE000UL2PDP6
UBS Call 10.5 EOAN 17.06.2024/ DE000UL2PDP6 /
| 2024-04-30 9:23:43 AM |
Chg.+0.020 |
Bid9:23:43 AM |
Ask9:23:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
+1.33% |
1.520
Bid Size: 10,000 |
1.530
Ask Size: 10,000 |
E.ON SE NA O.N. |
10.50 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL2PDP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
E.ON SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-03-23 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
1.91 |
| Time value: |
-0.41 |
| Break-even: |
12.00 |
| Moneyness: |
1.18 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
2.04% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.490 |
| High: |
1.550 |
| Low: |
1.490 |
| Previous Close: |
1.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.66% |
| 1 Month |
|
|
-8.43% |
| 3 Months |
|
|
+6.29% |
| YTD |
|
|
+17.83% |
| 1 Year |
|
|
+31.03% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.510 |
1.470 |
| 1M High / 1M Low: |
1.610 |
1.250 |
| 6M High / 6M Low: |
1.660 |
0.830 |
| High (YTD): |
2024-03-28 |
1.660 |
| Low (YTD): |
2024-02-28 |
1.020 |
| 52W High: |
2024-03-28 |
1.660 |
| 52W Low: |
2023-10-03 |
0.660 |
| Avg. price 1W: |
|
1.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.441 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.283 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.124 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
59.43% |
| Volatility 6M: |
|
81.47% |
| Volatility 1Y: |
|
79.29% |
| Volatility 3Y: |
|
- |
