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UBS Call 34 RWE 17.06.2024/  DE000UL0QFJ6  /

Frankfurt Zert./UBS
2024-05-17  7:35:12 PM Chg.-0.310 Bid9:50:41 PM Ask9:50:41 PM Underlying Strike price Expiration date Option type
1.480EUR -17.32% -
Bid Size: -		 -
Ask Size: -		 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: 21.16
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 0.71
Implied volatility: 0.30
Historic volatility: 0.21
Parity: 0.71
Time value: 0.93
Break-even: 35.64
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.38
Spread abs.: 0.03
Spread %: 1.86%
Delta: 0.62
Theta: -0.02
Omega: 13.22
Rho: 0.02
 

Quote data

Open: 1.800
High: 1.800
Low: 1.370
Previous Close: 1.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.68%
1 Month  
+117.65%
3 Months  
+164.29%
YTD
  -61.86%
1 Year
  -57.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.030 1.410
1M High / 1M Low: 2.030 0.460
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:   1.672
Avg. volume 1W:   0.000
Avg. price 1M:   0.985
Avg. volume 1M:   0.000
Avg. price 6M:   1.766
Avg. volume 6M:   0.000
Avg. price 1Y:   2.342
Avg. volume 1Y:   0.000
Volatility 1M:   278.35%
Volatility 6M:   237.37%
Volatility 1Y:   174.73%
Volatility 3Y:   -