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UBS Call 33 RWE 17.06.2024/  DE000UL0SM12  /

Frankfurt Zert./UBS
2024-05-17  7:28:17 PM Chg.-0.330 Bid9:52:59 PM Ask9:52:59 PM Underlying Strike price Expiration date Option type
2.180EUR -13.15% -
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: 14.83
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 1.71
Implied volatility: 0.32
Historic volatility: 0.21
Parity: 1.71
Time value: 0.63
Break-even: 35.34
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 1.30%
Delta: 0.74
Theta: -0.02
Omega: 10.94
Rho: 0.02
 

Quote data

Open: 2.550
High: 2.550
Low: 2.070
Previous Close: 2.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.46%
1 Month  
+139.56%
3 Months  
+186.84%
YTD
  -46.96%
1 Year
  -39.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.750 1.950
1M High / 1M Low: 2.750 0.650
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:   2.326
Avg. volume 1W:   0.000
Avg. price 1M:   1.365
Avg. volume 1M:   0.000
Avg. price 6M:   2.029
Avg. volume 6M:   0.000
Avg. price 1Y:   2.589
Avg. volume 1Y:   0.000
Volatility 1M:   245.31%
Volatility 6M:   219.78%
Volatility 1Y:   161.30%
Volatility 3Y:   -