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UBS Call 33 RWE 17.06.2024/  DE000UL0SM12  /

Frankfurt Zert./UBS
2024-05-28  1:57:44 PM Chg.+0.100 Bid2:26:08 PM Ask2:26:08 PM Underlying Strike price Expiration date Option type
2.420EUR +4.31% 2.400
Bid Size: 10,000		 2.410
Ask Size: 10,000		 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: 14.78
Leverage: Yes

Calculated values

Fair value: 2.17
Intrinsic value: 2.02
Implied volatility: 0.31
Historic volatility: 0.21
Parity: 2.02
Time value: 0.35
Break-even: 35.37
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 1.28%
Delta: 0.81
Theta: -0.02
Omega: 11.95
Rho: 0.01
 

Quote data

Open: 2.320
High: 2.600
Low: 2.320
Previous Close: 2.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+30.81%
1 Month  
+195.12%
3 Months  
+332.14%
YTD
  -41.12%
1 Year
  -26.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.320 1.590
1M High / 1M Low: 2.750 0.880
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:   1.930
Avg. volume 1W:   0.000
Avg. price 1M:   1.720
Avg. volume 1M:   0.000
Avg. price 6M:   1.961
Avg. volume 6M:   0.000
Avg. price 1Y:   2.552
Avg. volume 1Y:   0.000
Volatility 1M:   279.36%
Volatility 6M:   230.65%
Volatility 1Y:   168.79%
Volatility 3Y:   -