UBS Call 32 RWE 17.06.2024
/ DE000UL0V3V4
UBS Call 32 RWE 17.06.2024/ DE000UL0V3V4 /
10/06/2024 14:20:22 |
Chg.-0.470 |
Bid14:20:22 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.850EUR |
-20.26% |
1.850 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: |
1.680 |
Previous Close: |
2.320 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-49.32% |
1 Month |
|
|
-30.45% |
3 Months |
|
|
+44.53% |
YTD |
|
|
-56.88% |
1 Year |
|
|
-49.73% |
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: |
|
- |