UBS Call 33 RWE 17.06.2024
/ DE000UL0SM12
UBS Call 33 RWE 17.06.2024/ DE000UL0SM12 /
| 5/31/2024 9:54:45 PM |
Chg.+0.080 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.170EUR |
+3.83% |
-
Bid Size: - |
-
Ask Size: - |
RWE AG INH O.N. |
33.00 EUR |
6/17/2024 |
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: |
6/17/2024 |
| Issue date: |
1/6/2023 |
| Last trading day: |
6/14/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
15.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
1.84 |
| Time value: |
0.36 |
| Break-even: |
35.20 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
1.38% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
12.54 |
| Rho: |
0.01 |
Quote data
| Open: |
2.120 |
| High: |
2.190 |
| Low: |
1.920 |
| Previous Close: |
2.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.91% |
| 1 Month |
|
|
+90.35% |
| 3 Months |
|
|
+255.74% |
| YTD |
|
|
-47.20% |
| 1 Year |
|
|
-35.80% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.340 |
1.650 |
| 1M High / 1M Low: |
2.800 |
0.980 |
| 6M High / 6M Low: |
4.190 |
0.420 |
| High (YTD): |
1/9/2024 |
4.190 |
| Low (YTD): |
4/3/2024 |
0.420 |
| 52W High: |
1/9/2024 |
4.190 |
| 52W Low: |
4/3/2024 |
0.420 |
| Avg. price 1W: |
|
2.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.865 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.906 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.531 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
309.93% |
| Volatility 6M: |
|
232.67% |
| Volatility 1Y: |
|
170.80% |
| Volatility 3Y: |
|
- |
