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UBS Call 34 RWE 17.06.2024/  DE000UL0QFJ6  /

Frankfurt Zert./UBS
2024-05-28  1:48:19 PM Chg.+0.030 Bid2:23:18 PM Ask2:23:18 PM Underlying Strike price Expiration date Option type
1.550EUR +1.97% 1.560
Bid Size: 10,000		 1.570
Ask Size: 10,000		 RWE AG INH O.N. 34.00 EUR 2024-06-17 Call
 

Master data

WKN: UL0QFJ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: RWE AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 2024-06-17
Issue date: 2023-01-06
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 22.59
Leverage: Yes

Calculated values

Fair value: 1.35
Intrinsic value: 1.02
Implied volatility: 0.28
Historic volatility: 0.21
Parity: 1.02
Time value: 0.53
Break-even: 35.55
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 1.97%
Delta: 0.70
Theta: -0.02
Omega: 15.74
Rho: 0.01
 

Quote data

Open: 1.640
High: 1.650
Low: 1.550
Previous Close: 1.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+33.62%
1 Month  
+171.93%
3 Months  
+297.44%
YTD
  -60.05%
1 Year
  -50.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.520 0.920
1M High / 1M Low: 2.030 0.640
6M High / 6M Low: 3.970 0.300
High (YTD): 2024-01-09 3.970
Low (YTD): 2024-04-03 0.300
52W High: 2024-01-09 3.970
52W Low: 2024-04-03 0.300
Avg. price 1W:   1.202
Avg. volume 1W:   0.000
Avg. price 1M:   1.186
Avg. volume 1M:   0.000
Avg. price 6M:   1.677
Avg. volume 6M:   0.000
Avg. price 1Y:   2.293
Avg. volume 1Y:   0.000
Volatility 1M:   349.09%
Volatility 6M:   257.07%
Volatility 1Y:   188.21%
Volatility 3Y:   -