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UBS Call 12 EOAN 17.06.2024/  DE000UL2EE24  /

EUWAX
2024-06-04  10:31:59 AM Chg.+0.100 Bid10:00:15 PM Ask10:00:15 PM Underlying Strike price Expiration date Option type
0.560EUR +21.74% -
Bid Size: -		 -
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: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month  
+33.33%
3 Months  
+130.45%
YTD  
+47.37%
1 Year  
+69.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.360
1M High / 1M Low: 0.820 0.360
6M High / 6M Low: 0.820 0.213
High (YTD): 2024-05-17 0.820
Low (YTD): 2024-02-28 0.213
52W High: 2024-05-17 0.820
52W Low: 2023-10-03 0.185
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.586
Avg. volume 1M:   0.000
Avg. price 6M:   0.436
Avg. volume 6M:   0.000
Avg. price 1Y:   0.362
Avg. volume 1Y:   0.000
Volatility 1M:   239.03%
Volatility 6M:   264.17%
Volatility 1Y:   200.62%
Volatility 3Y:   -