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UBS Call 36 RWE 17.06.2024/  DE000UL2C863  /

Frankfurt Zert./UBS
2024-05-27  7:35:23 PM Chg.+0.188 Bid9:36:21 PM Ask9:36:21 PM Underlying Strike price Expiration date Option type
0.430EUR +77.69% -
Bid Size: -		 -
Ask Size: -		 RWE AG INH O.N. 36.00 EUR 2024-06-17 Call
 

Master data

WKN: UL2C86
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: RWE AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 2024-06-17
Issue date: 2023-03-23
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 126.48
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.21
Parity: -1.85
Time value: 0.27
Break-even: 36.27
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 1.85
Spread abs.: 0.03
Spread %: 12.50%
Delta: 0.22
Theta: -0.02
Omega: 28.16
Rho: 0.00
 

Quote data

Open: 0.290
High: 0.430
Low: 0.290
Previous Close: 0.242
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+13.16%
1 Month  
+43.33%
3 Months  
+72.00%
YTD
  -91.37%
1 Year
  -90.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.242
1M High / 1M Low: 1.120 0.242
6M High / 6M Low: 5.290 0.182
High (YTD): 2024-01-09 5.050
Low (YTD): 2024-04-03 0.182
52W High: 2023-12-14 5.290
52W Low: 2024-04-03 0.182
Avg. price 1W:   0.352
Avg. volume 1W:   0.000
Avg. price 1M:   0.524
Avg. volume 1M:   0.000
Avg. price 6M:   1.670
Avg. volume 6M:   12.097
Avg. price 1Y:   2.650
Avg. volume 1Y:   5.882
Volatility 1M:   443.77%
Volatility 6M:   294.22%
Volatility 1Y:   219.25%
Volatility 3Y:   -