UBS Call 32 RWE 17.06.2024
/ CH1297156791
UBS Call 32 RWE 17.06.2024/ CH1297156791 /
| 2024-05-30 10:00:32 AM |
Chg.+0.014 |
Bid10:00:32 AM |
Ask10:00:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+5.69% |
0.260
Bid Size: 250,000 |
0.270
Ask Size: 250,000 |
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: |
13.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
0.22 |
| Time value: |
0.04 |
| Break-even: |
34.60 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
5.69% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
10.65 |
| Rho: |
0.01 |
Quote data
| Open: |
0.220 |
| High: |
0.270 |
| Low: |
0.220 |
| Previous Close: |
0.246 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+95.49% |
| 3 Months |
|
|
+142.99% |
| YTD |
|
|
-73.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.230 |
| 1M High / 1M Low: |
0.370 |
0.133 |
| 6M High / 6M Low: |
1.030 |
0.047 |
| High (YTD): |
2024-01-02 |
0.970 |
| Low (YTD): |
2024-04-04 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.275 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.258 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.383 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.59% |
| Volatility 6M: |
|
268.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
