UBS Call 33 RWE 17.06.2024
/ DE000UL0SM12
UBS Call 33 RWE 17.06.2024/ DE000UL0SM12 /
| 2024-05-17 9:52:59 PM |
Chg.-0.240 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.310EUR |
-9.41% |
-
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: |
2.560 |
| High: |
2.710 |
| Low: |
2.010 |
| Previous Close: |
2.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.68% |
| 1 Month |
|
|
+148.39% |
| 3 Months |
|
|
+203.95% |
| YTD |
|
|
-43.80% |
| 1 Year |
|
|
-35.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.800 |
1.970 |
| 1M High / 1M Low: |
2.800 |
0.660 |
| 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: |
|
2.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.394 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.028 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.588 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
262.44% |
| Volatility 6M: |
|
212.41% |
| Volatility 1Y: |
|
157.05% |
| Volatility 3Y: |
|
- |
