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UBS Call 39 RWE 17.06.2024/  DE000UL3YNR1  /

Frankfurt Zert./UBS
2024-05-17  7:27:40 PM Chg.-0.041 Bid9:52:59 PM Ask9:52:59 PM Underlying Strike price Expiration date Option type
0.114EUR -26.45% -
Bid Size: -		 -
Ask Size: -		 RWE AG INH O.N. 39.00 EUR 2024-06-17 Call
 

Master data

WKN: UL3YNR
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: RWE AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 39.00 EUR
Maturity: 2024-06-17
Issue date: 2023-03-03
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 223.94
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.21
Parity: -4.29
Time value: 0.16
Break-even: 39.16
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 3.33
Spread abs.: 0.03
Spread %: 24.00%
Delta: 0.11
Theta: -0.01
Omega: 24.30
Rho: 0.00
 

Quote data

Open: 0.154
High: 0.154
Low: 0.113
Previous Close: 0.155
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -46.73%
1 Month
  -33.72%
3 Months
  -22.45%
YTD
  -96.47%
1 Year
  -97.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.114
1M High / 1M Low: 0.270 0.095
6M High / 6M Low: 3.600 0.088
High (YTD): 2024-01-02 3.260
Low (YTD): 2024-04-04 0.088
52W High: 2023-05-19 4.200
52W Low: 2024-04-04 0.088
Avg. price 1W:   0.195
Avg. volume 1W:   0.000
Avg. price 1M:   0.157
Avg. volume 1M:   0.000
Avg. price 6M:   1.069
Avg. volume 6M:   0.000
Avg. price 1Y:   1.794
Avg. volume 1Y:   0.000
Volatility 1M:   422.54%
Volatility 6M:   262.45%
Volatility 1Y:   202.12%
Volatility 3Y:   -