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UBS Call 33 RWE 17.06.2024/  DE000UL0SM12  /

Frankfurt Zert./UBS
10/06/2024  14:48:57 Chg.-1.150 Bid15:44:20 Ask- Underlying Strike price Expiration date Option type
0.940EUR -55.02% 0.870
Bid Size: 10,000		 -
Ask Size: -		 RWE AG INH O.N. 33.00 EUR 17/06/2024 Call
 

Master data

WKN: UL0SM1
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: RWE AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 33.00 EUR
Maturity: 17/06/2024
Issue date: 06/01/2023
Last trading day: 14/06/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 19.09
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 1.18
Implied volatility: 0.58
Historic volatility: 0.21
Parity: 1.18
Time value: 0.61
Break-even: 34.79
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 1.52
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.69
Theta: -0.07
Omega: 13.09
Rho: 0.00
 

Quote data

Open: 1.340
High: 1.340
Low: 0.840
Previous Close: 2.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -64.66%
1 Month
  -53.23%
3 Months
  -4.08%
YTD
  -77.13%
1 Year
  -73.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.780 2.090
1M High / 1M Low: 2.780 1.590
6M High / 6M Low: 4.190 0.420
High (YTD): 09/01/2024 4.190
Low (YTD): 03/04/2024 0.420
52W High: 09/01/2024 4.190
52W Low: 03/04/2024 0.420
Avg. price 1W:   2.492
Avg. volume 1W:   0.000
Avg. price 1M:   2.190
Avg. volume 1M:   0.000
Avg. price 6M:   1.853
Avg. volume 6M:   0.000
Avg. price 1Y:   2.511
Avg. volume 1Y:   0.000
Volatility 1M:   288.17%
Volatility 6M:   241.99%
Volatility 1Y:   176.80%
Volatility 3Y:   -