UBS Call 33 RWE 17.06.2024
/ CH1297156809
UBS Call 33 RWE 17.06.2024/ CH1297156809 /
| 15/05/2024 16:32:44 |
Chg.+0.112 |
Bid17:52:15 |
Ask17:52:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+49.12% |
0.290
Bid Size: 125,000 |
0.300
Ask Size: 125,000 |
RWE AG INH O.N. |
33.00 - |
17/06/2024 |
Call |
Master data
| WKN: |
UL735L |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
RWE AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 - |
| Maturity: |
17/06/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
0.20 |
| Time value: |
0.10 |
| Break-even: |
35.90 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.06 |
| Spread %: |
25.00% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
8.56 |
| Rho: |
0.02 |
Quote data
| Open: |
0.234 |
| High: |
0.350 |
| Low: |
0.234 |
| Previous Close: |
0.228 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+157.58% |
| 1 Month |
|
|
+277.78% |
| 3 Months |
|
|
+151.85% |
| YTD |
|
|
-61.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.228 |
0.132 |
| 1M High / 1M Low: |
0.228 |
0.063 |
| 6M High / 6M Low: |
0.940 |
0.028 |
| High (YTD): |
02/01/2024 |
0.880 |
| Low (YTD): |
04/04/2024 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.193 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.362 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.91% |
| Volatility 6M: |
|
293.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
