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UBS Call 11.5 EOAN 17.06.2024/  DE000UL39SH5  /

Frankfurt Zert./UBS
06/06/2024  13:11:36 Chg.+0.040 Bid14:30:06 Ask- Underlying Strike price Expiration date Option type
1.240EUR +3.33% -
Bid Size: -		 -
Ask Size: -		 E.ON SE NA O.N. 11.50 EUR 17/06/2024 Call
 

Master data

WKN: UL39SH
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: 08/05/2023
Last trading day: 14/06/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 10.54
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 1.15
Implied volatility: 0.42
Historic volatility: 0.17
Parity: 1.15
Time value: 0.05
Break-even: 12.70
Moneyness: 1.10
Premium: 0.00
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 0.84%
Delta: 0.91
Theta: -0.01
Omega: 9.64
Rho: 0.00
 

Quote data

Open: 1.180
High: 1.240
Low: 1.160
Previous Close: 1.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+40.91%
1 Month  
+39.33%
3 Months  
+138.46%
YTD  
+61.04%
1 Year  
+93.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.200 0.830
1M High / 1M Low: 1.510 0.830
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:   1.008
Avg. volume 1W:   0.000
Avg. price 1M:   1.120
Avg. volume 1M:   0.000
Avg. price 6M:   0.850
Avg. volume 6M:   0.000
Avg. price 1Y:   0.706
Avg. volume 1Y:   0.000
Volatility 1M:   169.89%
Volatility 6M:   226.59%
Volatility 1Y:   176.30%
Volatility 3Y:   -