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UBS Call 11.5 EOAN 17.06.2024/  DE000UL3KLU8  /

Frankfurt Zert./UBS
20/05/2024  16:40:59 Chg.-0.020 Bid17:14:40 Ask17:14:40 Underlying Strike price Expiration date Option type
1.260EUR -1.56% -
Bid Size: -		 -
Ask Size: -		 E.ON SE NA O.N. 11.50 EUR 17/06/2024 Call
 

Master data

WKN: UL3KLU
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: E.ON SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 11.50 EUR
Maturity: 17/06/2024
Issue date: 31/03/2023
Last trading day: 14/06/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 9.77
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 1.20
Implied volatility: 0.32
Historic volatility: 0.17
Parity: 1.20
Time value: 0.10
Break-even: 12.80
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 2.36%
Delta: 0.88
Theta: 0.00
Omega: 8.64
Rho: 0.01
 

Quote data

Open: 1.260
High: 1.290
Low: 1.250
Previous Close: 1.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.08%
1 Month  
+63.64%
3 Months  
+106.56%
YTD  
+63.64%
1 Year  
+85.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.510 1.230
1M High / 1M Low: 1.510 0.790
6M High / 6M Low: 1.510 0.440
High (YTD): 16/05/2024 1.510
Low (YTD): 28/02/2024 0.440
52W High: 16/05/2024 1.510
52W Low: 03/10/2023 0.350
Avg. price 1W:   1.332
Avg. volume 1W:   0.000
Avg. price 1M:   1.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.810
Avg. volume 6M:   0.000
Avg. price 1Y:   0.686
Avg. volume 1Y:   0.000
Volatility 1M:   126.53%
Volatility 6M:   222.74%
Volatility 1Y:   174.29%
Volatility 3Y:   -