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UBS Call 12 EOAN 17.06.2024/  DE000UL2EE24  /

UBS Investment Bank
2024-05-23  11:35:44 AM Chg.-0.070 Bid11:35:44 AM Ask11:35:44 AM Underlying Strike price Expiration date Option type
0.500EUR -12.28% 0.500
Bid Size: 10,000		 0.510
Ask Size: 10,000		 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: 20.56
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.54
Implied volatility: 0.17
Historic volatility: 0.17
Parity: 0.54
Time value: 0.07
Break-even: 12.61
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 5.17%
Delta: 0.86
Theta: 0.00
Omega: 17.73
Rho: 0.01
 

Quote data

Open: 0.590
High: 0.600
Low: 0.450
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.48%
1 Month  
+16.28%
3 Months  
+114.59%
YTD  
+25.00%
1 Year  
+38.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.570
1M High / 1M Low: 0.840 0.370
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:   0.692
Avg. volume 1W:   0.000
Avg. price 1M:   0.564
Avg. volume 1M:   0.000
Avg. price 6M:   0.422
Avg. volume 6M:   0.000
Avg. price 1Y:   0.355
Avg. volume 1Y:   0.000
Volatility 1M:   163.34%
Volatility 6M:   185.73%
Volatility 1Y:   150.84%
Volatility 3Y:   -