UBS Call 32 RWE 17.06.2024
/ CH1297156791
UBS Call 32 RWE 17.06.2024/ CH1297156791 /
| 2024-05-13 7:40:20 PM |
Chg.0.000 |
Bid2024-05-13 |
Ask2024-05-13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
RWE AG INH O.N. |
32.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL8K5K |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
RWE AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
0.25 |
| Time value: |
0.06 |
| Break-even: |
35.10 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
8.73 |
| Rho: |
0.02 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.290 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.04% |
| 1 Month |
|
|
+87.10% |
| 3 Months |
|
|
+70.59% |
| YTD |
|
|
-70.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.191 |
| 1M High / 1M Low: |
0.290 |
0.096 |
| 6M High / 6M Low: |
1.030 |
0.058 |
| High (YTD): |
2024-01-02 |
0.980 |
| Low (YTD): |
2024-04-04 |
0.058 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.241 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.427 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.33% |
| Volatility 6M: |
|
239.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
