UBS Call 31 RWE 17.06.2024
/ CH1326172231
UBS Call 31 RWE 17.06.2024/ CH1326172231 /
| 2024-05-13 8:45:32 AM |
Chg.+0.060 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+18.18% |
-
Bid Size: - |
-
Ask Size: - |
RWE AG INH O.N. |
31.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UM2HCX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
RWE AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
0.35 |
| Time value: |
0.05 |
| Break-even: |
35.00 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
7.20 |
| Rho: |
0.02 |
Quote data
| Open: |
0.330 |
| High: |
0.390 |
| Low: |
0.330 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.87% |
| 1 Month |
|
|
+148.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.212 |
| 1M High / 1M Low: |
0.330 |
0.134 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
