OverviewChartNewsTraderScreen

UBS Call 39 RWE 17.06.2024/  DE000UL3YNR1  /

EUWAX
2024-05-28  8:49:51 AM Chg.-0.007 Bid9:08:30 AM Ask9:08:30 AM Underlying Strike price Expiration date Option type
0.078EUR -8.24% -
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: 321.28
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.21
Parity: -3.98
Time value: 0.11
Break-even: 39.11
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 6.50
Spread abs.: 0.03
Spread %: 37.97%
Delta: 0.09
Theta: -0.01
Omega: 29.01
Rho: 0.00
 

Quote data

Open: 0.078
High: 0.078
Low: 0.078
Previous Close: 0.085
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month
  -20.41%
3 Months
  -42.65%
YTD
  -97.61%
1 Year
  -97.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.102 0.073
1M High / 1M Low: 0.280 0.073
6M High / 6M Low: 3.600 0.073
High (YTD): 2024-01-02 3.260
Low (YTD): 2024-05-24 0.073
52W High: 2023-06-16 3.810
52W Low: 2024-05-24 0.073
Avg. price 1W:   0.085
Avg. volume 1W:   0.000
Avg. price 1M:   0.146
Avg. volume 1M:   0.000
Avg. price 6M:   0.984
Avg. volume 6M:   0.000
Avg. price 1Y:   1.715
Avg. volume 1Y:   0.000
Volatility 1M:   350.92%
Volatility 6M:   260.61%
Volatility 1Y:   201.85%
Volatility 3Y:   -