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UBS Call 33 RWE 17.06.2024/  DE000UL0SM12  /

Frankfurt Zert./UBS
2024-05-31  7:29:01 PM Chg.+0.060 Bid9:54:51 PM Ask9:54:51 PM Underlying Strike price Expiration date Option type
2.140EUR +2.88% -
Bid Size: -		 -
Ask Size: -		 RWE AG INH O.N. 33.00 EUR 2024-06-17 Call
 

Master data

WKN: UL0SM1
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: RWE AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 33.00 EUR
Maturity: 2024-06-17
Issue date: 2023-01-06
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 15.84
Leverage: Yes

Calculated values

Fair value: 1.97
Intrinsic value: 1.84
Implied volatility: 0.34
Historic volatility: 0.21
Parity: 1.84
Time value: 0.36
Break-even: 35.20
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 1.38%
Delta: 0.79
Theta: -0.03
Omega: 12.54
Rho: 0.01
 

Quote data

Open: 2.130
High: 2.160
Low: 1.950
Previous Close: 2.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+34.59%
1 Month  
+94.55%
3 Months  
+262.71%
YTD
  -47.93%
1 Year
  -36.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.340 1.610
1M High / 1M Low: 2.750 0.970
6M High / 6M Low: 4.190 0.420
High (YTD): 2024-01-09 4.190
Low (YTD): 2024-04-03 0.420
52W High: 2024-01-09 4.190
52W Low: 2024-04-03 0.420
Avg. price 1W:   2.098
Avg. volume 1W:   0.000
Avg. price 1M:   1.850
Avg. volume 1M:   0.000
Avg. price 6M:   1.908
Avg. volume 6M:   0.000
Avg. price 1Y:   2.532
Avg. volume 1Y:   0.000
Volatility 1M:   299.79%
Volatility 6M:   238.24%
Volatility 1Y:   173.95%
Volatility 3Y:   -