UBS Call 32 RWE 17.06.2024
/ DE000UL0V3V4
UBS Call 32 RWE 17.06.2024/ DE000UL0V3V4 /
| 2024-05-17 9:52:59 PM |
Chg.-0.220 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.050EUR |
-6.73% |
-
Bid Size: - |
-
Ask Size: - |
RWE AG INH O.N. |
32.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL0V3V |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
RWE AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-01-06 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.71 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
2.71 |
| Time value: |
0.37 |
| Break-even: |
35.08 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
0.98% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
9.47 |
| Rho: |
0.02 |
Quote data
| Open: |
3.280 |
| High: |
3.420 |
| Low: |
2.740 |
| Previous Close: |
3.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.66% |
| 1 Month |
|
|
+145.97% |
| 3 Months |
|
|
+196.12% |
| YTD |
|
|
-28.90% |
| 1 Year |
|
|
-18.23% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.370 |
2.580 |
| 1M High / 1M Low: |
3.370 |
0.930 |
| 6M High / 6M Low: |
4.360 |
0.590 |
| High (YTD): |
2024-01-09 |
4.360 |
| Low (YTD): |
2024-04-03 |
0.590 |
| 52W High: |
2024-01-09 |
4.360 |
| 52W Low: |
2024-04-03 |
0.590 |
| Avg. price 1W: |
|
3.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.849 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.320 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.842 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
238.44% |
| Volatility 6M: |
|
193.93% |
| Volatility 1Y: |
|
143.02% |
| Volatility 3Y: |
|
- |
