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UBS Call 32 RWE 17.06.2024/  DE000UL0V3V4  /

UBS Investment Bank
10/06/2024  15:44:28 Chg.-0.590 Bid15:44:28 Ask- Underlying Strike price Expiration date Option type
1.730EUR -25.43% 1.730
Bid Size: 10,000		 -
Ask Size: -		 RWE AG INH O.N. 32.00 EUR 17/06/2024 Call
 

Master data

WKN: UL0V3V
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: RWE AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 17/06/2024
Issue date: 06/01/2023
Last trading day: 14/06/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 14.36
Leverage: Yes

Calculated values

Fair value: 2.21
Intrinsic value: 2.18
Implied volatility: 0.48
Historic volatility: 0.21
Parity: 2.18
Time value: 0.20
Break-even: 34.38
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.36
Spread abs.: 0.06
Spread %: 2.59%
Delta: 0.85
Theta: -0.04
Omega: 12.23
Rho: 0.01
 

Quote data

Open: 2.280
High: 2.280
Low: 1.640
Previous Close: 2.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.60%
1 Month
  -34.96%
3 Months  
+35.16%
YTD
  -59.67%
1 Year
  -52.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.790 2.320
1M High / 1M Low: 3.790 2.320
6M High / 6M Low: 4.360 0.590
High (YTD): 09/01/2024 4.360
Low (YTD): 03/04/2024 0.590
52W High: 09/01/2024 4.360
52W Low: 03/04/2024 0.590
Avg. price 1W:   3.280
Avg. volume 1W:   0.000
Avg. price 1M:   2.980
Avg. volume 1M:   0.000
Avg. price 6M:   2.216
Avg. volume 6M:   0.000
Avg. price 1Y:   2.804
Avg. volume 1Y:   0.000
Volatility 1M:   208.24%
Volatility 6M:   207.44%
Volatility 1Y:   152.44%
Volatility 3Y:   -