UBS Call 32 RWE 17.06.2024
/ CH1297156791
UBS Call 32 RWE 17.06.2024/ CH1297156791 /
| 2024-05-29 8:16:22 AM |
Chg.-0.010 |
Bid5:39:07 PM |
Ask5:39:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-3.13% |
0.242
Bid Size: 125,000 |
0.250
Ask Size: 125,000 |
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: |
10.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.21 |
| Parity: |
0.30 |
| Time value: |
0.03 |
| Break-even: |
35.30 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
9.22 |
| Rho: |
0.01 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.81% |
| 1 Month |
|
|
+154.10% |
| 3 Months |
|
|
+222.92% |
| YTD |
|
|
-68.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.238 |
| 1M High / 1M Low: |
0.390 |
0.122 |
| 6M High / 6M Low: |
1.030 |
0.062 |
| High (YTD): |
2024-01-09 |
0.970 |
| Low (YTD): |
2024-04-04 |
0.062 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.248 |
| Avg. volume 1M: |
|
42.857 |
| Avg. price 6M: |
|
0.386 |
| Avg. volume 6M: |
|
7.258 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.02% |
| Volatility 6M: |
|
256.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
