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UBS Call 12.5 EOAN 17.06.2024/  DE000UL2XYD2  /

EUWAX
2024-06-06  9:29:49 AM Chg.-0.010 Bid12:52:41 PM Ask12:52:41 PM Underlying Strike price Expiration date Option type
0.290EUR -3.33% 0.280
Bid Size: 10,000		 -
Ask Size: -		 E.ON SE NA O.N. 12.50 EUR 2024-06-17 Call
 

Master data

WKN: UL2XYD
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: E.ON SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.50 EUR
Maturity: 2024-06-17
Issue date: 2023-03-31
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 43.62
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.15
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 0.15
Time value: 0.14
Break-even: 12.79
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.64
Theta: -0.01
Omega: 27.79
Rho: 0.00
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+67.63%
1 Month  
+3.57%
3 Months  
+68.60%
YTD  
+3.57%
1 Year  
+11.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.123
1M High / 1M Low: 0.530 0.123
6M High / 6M Low: 0.530 0.123
High (YTD): 2024-05-16 0.530
Low (YTD): 2024-05-31 0.123
52W High: 2024-05-16 0.530
52W Low: 2024-05-31 0.123
Avg. price 1W:   0.201
Avg. volume 1W:   0.000
Avg. price 1M:   0.322
Avg. volume 1M:   0.000
Avg. price 6M:   0.279
Avg. volume 6M:   0.000
Avg. price 1Y:   0.246
Avg. volume 1Y:   0.000
Volatility 1M:   362.89%
Volatility 6M:   275.91%
Volatility 1Y:   210.18%
Volatility 3Y:   -