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UBS Call 37 RWE 17.06.2024/  CH1223942272  /

Frankfurt Zert./UBS
2024-05-14  11:12:48 AM Chg.+0.012 Bid11:41:19 AM Ask11:41:19 AM Underlying Strike price Expiration date Option type
0.050EUR +31.58% 0.050
Bid Size: 250,000		 0.100
Ask Size: 250,000		 RWE AG INH O.N. 37.00 - 2024-06-17 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: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 34.46
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.21
Parity: -0.25
Time value: 0.10
Break-even: 38.00
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 1.86
Spread abs.: 0.06
Spread %: 163.16%
Delta: 0.34
Theta: -0.03
Omega: 11.67
Rho: 0.01
 

Quote data

Open: 0.036
High: 0.050
Low: 0.036
Previous Close: 0.038
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+127.27%
3 Months  
+72.41%
YTD
  -90.74%
1 Year
  -94.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.022
1M High / 1M Low: 0.042 0.006
6M High / 6M Low: 0.590 0.001
High (YTD): 2024-01-02 0.540
Low (YTD): 2024-04-04 0.001
52W High: 2023-05-15 0.890
52W Low: 2024-04-04 0.001
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.187
Avg. volume 6M:   0.000
Avg. price 1Y:   0.322
Avg. volume 1Y:   0.000
Volatility 1M:   604.73%
Volatility 6M:   2,051.62%
Volatility 1Y:   1,450.79%
Volatility 3Y:   -