UBS Call 32 RWE 17.06.2024
/ CH1297156791
UBS Call 32 RWE 17.06.2024/ CH1297156791 /
| 5/14/2024 5:41:53 PM |
Chg.+0.050 |
Bid5/14/2024 |
Ask5/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+17.24% |
0.340
Bid Size: 125,000 |
0.350
Ask Size: 125,000 |
RWE AG INH O.N. |
32.00 - |
6/17/2024 |
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: |
6/17/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
6/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
0.25 |
| Time value: |
0.05 |
| Break-even: |
35.00 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
9.12 |
| Rho: |
0.02 |
Quote data
| Open: |
0.280 |
| High: |
0.340 |
| Low: |
0.280 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+77.08% |
| 1 Month |
|
|
+119.35% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
-64.95% |
| 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): |
1/2/2024 |
0.980 |
| Low (YTD): |
4/4/2024 |
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: |
|
- |
