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UBS Call 37 RWE 17.06.2024/  DE000UL3YNV3  /

EUWAX
2024-05-28  8:49:51 AM Chg.+0.066 Bid9:08:30 AM Ask9:08:30 AM Underlying Strike price Expiration date Option type
0.209EUR +46.15% -
Bid Size: -		 -
Ask Size: -		 RWE AG INH O.N. 37.00 EUR 2024-06-17 Call
 

Master data

WKN: UL3YNV
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: RWE AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 37.00 EUR
Maturity: 2024-06-17
Issue date: 2023-03-03
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 144.12
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.21
Parity: -1.98
Time value: 0.24
Break-even: 37.24
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 2.07
Spread abs.: 0.03
Spread %: 14.08%
Delta: 0.21
Theta: -0.02
Omega: 29.57
Rho: 0.00
 

Quote data

Open: 0.209
High: 0.209
Low: 0.209
Previous Close: 0.143
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.59%
1 Month  
+21.51%
3 Months  
+4.50%
YTD
  -95.27%
1 Year
  -94.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.142
1M High / 1M Low: 0.600 0.142
6M High / 6M Low: 4.720 0.142
High (YTD): 2024-01-09 4.430
Low (YTD): 2024-05-24 0.142
52W High: 2023-12-14 4.720
52W Low: 2024-05-24 0.142
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.319
Avg. volume 1M:   0.000
Avg. price 6M:   1.422
Avg. volume 6M:   0.000
Avg. price 1Y:   2.320
Avg. volume 1Y:   0.000
Volatility 1M:   374.27%
Volatility 6M:   291.33%
Volatility 1Y:   219.61%
Volatility 3Y:   -