UBS Call 33 RWE 17.06.2024
/ DE000UL0SM12
UBS Call 33 RWE 17.06.2024/ DE000UL0SM12 /
| 2024-05-27 1:54:13 PM |
Chg.- |
Bid10:37:29 AM |
Ask10:37:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
- |
2.52
Bid Size: 10,000 |
2.53
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: |
2.14 |
| High: |
2.14 |
| Low: |
2.14 |
| Previous Close: |
1.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.23% |
| 1 Month |
|
|
+201.41% |
| 3 Months |
|
|
+303.77% |
| YTD |
|
|
-47.93% |
| 1 Year |
|
|
-35.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
1.62 |
| 1M High / 1M Low: |
2.65 |
0.79 |
| 6M High / 6M Low: |
4.19 |
0.44 |
| High (YTD): |
2024-01-09 |
4.19 |
| Low (YTD): |
2024-03-20 |
0.44 |
| 52W High: |
2024-01-09 |
4.19 |
| 52W Low: |
2024-03-20 |
0.44 |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
100 |
| Avg. price 6M: |
|
1.96 |
| Avg. volume 6M: |
|
16.13 |
| Avg. price 1Y: |
|
2.55 |
| Avg. volume 1Y: |
|
7.84 |
| Volatility 1M: |
|
237.30% |
| Volatility 6M: |
|
247.37% |
| Volatility 1Y: |
|
180.14% |
| Volatility 3Y: |
|
- |
