UBS Call 33 RWE 17.06.2024
/ CH1297156809
UBS Call 33 RWE 17.06.2024/ CH1297156809 /
| 2024-05-29 9:54:43 PM |
Chg.-0.064 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.158EUR |
-28.83% |
-
Bid Size: - |
-
Ask Size: - |
RWE AG INH O.N. |
33.00 - |
2024-06-17 |
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: |
2024-06-17 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
0.20 |
| Time value: |
0.03 |
| Break-even: |
35.32 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
4.50% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
12.50 |
| Rho: |
0.01 |
Quote data
| Open: |
0.210 |
| High: |
0.224 |
| Low: |
0.151 |
| Previous Close: |
0.222 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.39% |
| 1 Month |
|
|
+42.34% |
| 3 Months |
|
|
+119.44% |
| YTD |
|
|
-82.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.229 |
0.146 |
| 1M High / 1M Low: |
0.300 |
0.092 |
| 6M High / 6M Low: |
0.940 |
0.022 |
| High (YTD): |
2024-01-02 |
0.880 |
| Low (YTD): |
2024-04-04 |
0.022 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.193 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.326 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
335.62% |
| Volatility 6M: |
|
350.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
