UBS Call 12.5 EOAN 17.06.2024
/ CH1258242531
UBS Call 12.5 EOAN 17.06.2024/ CH1258242531 /
| 2024-05-17 9:41:30 AM |
Chg.-0.440 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-49.44% |
-
Bid Size: - |
-
Ask Size: - |
E.ON SE NA O.N. |
12.50 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL2LCY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
E.ON SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-03-22 |
| Last trading day: |
2024-05-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.17 |
| Parity: |
0.15 |
| Time value: |
0.34 |
| Break-even: |
12.99 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
1.41 |
| Spread abs.: |
0.04 |
| Spread %: |
8.89% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
14.98 |
| Rho: |
0.00 |
Quote data
| Open: |
0.600 |
| High: |
0.610 |
| Low: |
0.450 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+28.57% |
| 3 Months |
|
|
+106.42% |
| YTD |
|
|
-13.46% |
| 1 Year |
|
|
-25.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.890 |
0.350 |
| 6M High / 6M Low: |
0.890 |
0.178 |
| High (YTD): |
2024-05-16 |
0.890 |
| Low (YTD): |
2024-03-04 |
0.178 |
| 52W High: |
2024-05-16 |
0.890 |
| 52W Low: |
2024-03-04 |
0.178 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.468 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.458 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
416.19% |
| Volatility 6M: |
|
293.81% |
| Volatility 1Y: |
|
225.25% |
| Volatility 3Y: |
|
- |
