UBS Call 35 RWE 17.06.2024
/ CH1285179664
UBS Call 35 RWE 17.06.2024/ CH1285179664 /
| 14/05/2024 08:51:11 |
Chg.-0.014 |
Bid12:54:13 |
Ask12:54:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.095EUR |
-12.84% |
0.117
Bid Size: 250,000 |
0.127
Ask Size: 250,000 |
RWE AG INH O.N. |
35.00 EUR |
17/06/2024 |
Call |
Master data
| WKN: |
UL8S9P |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
RWE AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
17/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
31.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
-0.05 |
| Time value: |
0.11 |
| Break-even: |
36.08 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
10.20% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
14.90 |
| Rho: |
0.01 |
Quote data
| Open: |
0.095 |
| High: |
0.095 |
| Low: |
0.095 |
| Previous Close: |
0.109 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+115.91% |
| 1 Month |
|
|
+171.43% |
| 3 Months |
|
|
+55.74% |
| YTD |
|
|
-86.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.109 |
0.044 |
| 1M High / 1M Low: |
0.109 |
0.023 |
| 6M High / 6M Low: |
0.760 |
0.016 |
| High (YTD): |
02/01/2024 |
0.710 |
| Low (YTD): |
04/04/2024 |
0.016 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.266 |
| Avg. volume 6M: |
|
16.129 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
472.57% |
| Volatility 6M: |
|
344.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
