UBS Call 31 RWE 17.06.2024
/ CH1326172231
UBS Call 31 RWE 17.06.2024/ CH1326172231 /
| 15/05/2024 09:54:58 |
Chg.+0.020 |
Bid09:54:58 |
Ask09:54:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+5.00% |
0.420
Bid Size: 250,000 |
0.430
Ask Size: 250,000 |
RWE AG INH O.N. |
31.00 - |
17/06/2024 |
Call |
Master data
| WKN: |
UM2HCX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
RWE AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.00 - |
| Maturity: |
17/06/2024 |
| Issue date: |
15/02/2024 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
0.35 |
| Time value: |
0.04 |
| Break-even: |
34.90 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
7.48 |
| Rho: |
0.02 |
Quote data
| Open: |
0.420 |
| High: |
0.450 |
| Low: |
0.400 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.54% |
| 1 Month |
|
|
+141.38% |
| 3 Months |
|
|
+70.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.260 |
| 1M High / 1M Low: |
0.400 |
0.141 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
