UBS Call 37 RWE 17.06.2024
/ CH1223942272
UBS Call 37 RWE 17.06.2024/ CH1223942272 /
6/4/2024 8:07:57 AM |
Chg.+0.001 |
Bid9:03:34 AM |
Ask9:03:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.011EUR |
+10.00% |
0.009 Bid Size: 250,000 |
- Ask Size: - |
RWE AG INH O.N. |
37.00 - |
6/17/2024 |
Call |
Master data
WKN: |
UK8B51 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
RWE AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
37.00 - |
Maturity: |
6/17/2024 |
Issue date: |
10/18/2022 |
Last trading day: |
6/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
34.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.67 |
Historic volatility: |
0.21 |
Parity: |
-0.22 |
Time value: |
0.10 |
Break-even: |
38.00 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
8.62 |
Spread abs.: |
0.09 |
Spread %: |
1,566.67% |
Delta: |
0.35 |
Theta: |
-0.06 |
Omega: |
12.20 |
Rho: |
0.00 |
Quote data
Open: |
0.011 |
High: |
0.011 |
Low: |
0.011 |
Previous Close: |
0.010 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.89% |
1 Month |
|
|
-47.62% |
3 Months |
|
|
+10.00% |
YTD |
|
|
-97.92% |
1 Year |
|
|
-98.20% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.018 |
0.001 |
1M High / 1M Low: |
0.050 |
0.001 |
6M High / 6M Low: |
0.590 |
0.001 |
High (YTD): |
1/2/2024 |
0.540 |
Low (YTD): |
5/30/2024 |
0.001 |
52W High: |
6/16/2023 |
0.670 |
52W Low: |
5/30/2024 |
0.001 |
Avg. price 1W: |
|
0.009 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.020 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.144 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.281 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
2,812.12% |
Volatility 6M: |
|
1,228.96% |
Volatility 1Y: |
|
874.63% |
Volatility 3Y: |
|
- |