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UBS Call 36 RWE 17.06.2024/  DE000UL2C863  /

EUWAX
2024-05-27  1:54:00 PM Chg.+0.110 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
0.370EUR +42.31% -
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: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.45%
1 Month  
+56.12%
3 Months  
+85.00%
YTD
  -92.64%
1 Year
  -91.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.260
1M High / 1M Low: 1.200 0.260
6M High / 6M Low: 5.300 0.197
High (YTD): 2024-01-09 5.070
Low (YTD): 2024-04-11 0.197
52W High: 2023-12-14 5.300
52W Low: 2024-04-11 0.197
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.562
Avg. volume 1M:   0.000
Avg. price 6M:   1.732
Avg. volume 6M:   12.397
Avg. price 1Y:   2.688
Avg. volume 1Y:   5.976
Volatility 1M:   343.45%
Volatility 6M:   279.27%
Volatility 1Y:   209.36%
Volatility 3Y:   -