UBS Call 34 RWE 17.06.2024
/ CH1297156817
UBS Call 34 RWE 17.06.2024/ CH1297156817 /
| 2024-05-29 6:21:03 PM |
Chg.-0.060 |
Bid2024-05-29 |
Ask2024-05-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
-41.67% |
0.084
Bid Size: 125,000 |
0.100
Ask Size: 125,000 |
RWE AG INH O.N. |
34.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL8DB6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
RWE AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.10 |
| Time value: |
0.04 |
| Break-even: |
35.47 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
7.30% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
17.08 |
| Rho: |
0.01 |
Quote data
| Open: |
0.138 |
| High: |
0.138 |
| Low: |
0.083 |
| Previous Close: |
0.144 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.21% |
| 1 Month |
|
|
+15.07% |
| 3 Months |
|
|
+82.61% |
| YTD |
|
|
-89.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.144 |
0.083 |
| 1M High / 1M Low: |
0.207 |
0.063 |
| 6M High / 6M Low: |
0.850 |
0.009 |
| High (YTD): |
2024-01-02 |
0.790 |
| Low (YTD): |
2024-04-04 |
0.009 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.119 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.272 |
| Avg. volume 6M: |
|
403.226 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
381.61% |
| Volatility 6M: |
|
493.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
