UBS Call 11.5 EOAN 17.06.2024
/ DE000UL2DAN3
UBS Call 11.5 EOAN 17.06.2024/ DE000UL2DAN3 /
| 5/22/2024 7:25:23 PM |
Chg.-0.050 |
Bid9:30:38 AM |
Ask9:30:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-5.43% |
-
Bid Size: - |
-
Ask Size: - |
E.ON SE NA O.N. |
11.50 EUR |
6/17/2024 |
Call |
Master data
| WKN: |
UL2DAN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
E.ON SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
6/17/2024 |
| Issue date: |
3/23/2023 |
| Last trading day: |
6/14/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
13.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
- |
| Historic volatility: |
0.17 |
| Parity: |
1.20 |
| Time value: |
-0.25 |
| Break-even: |
12.45 |
| Moneyness: |
1.10 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
3.26% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.870 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.31% |
| 1 Month |
|
|
+38.10% |
| 3 Months |
|
|
+128.95% |
| YTD |
|
|
+61.11% |
| 1 Year |
|
|
+97.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.870 |
| 1M High / 1M Low: |
0.970 |
0.580 |
| 6M High / 6M Low: |
0.970 |
0.350 |
| High (YTD): |
5/16/2024 |
0.970 |
| Low (YTD): |
2/28/2024 |
0.350 |
| 52W High: |
5/16/2024 |
0.970 |
| 52W Low: |
10/3/2023 |
0.250 |
| Avg. price 1W: |
|
0.916 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.768 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.587 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.483 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
87.97% |
| Volatility 6M: |
|
138.38% |
| Volatility 1Y: |
|
117.08% |
| Volatility 3Y: |
|
- |
