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UBS Call 37 RWE 17.06.2024/  CH1223942272  /

EUWAX
2024-05-15  10:12:13 AM Chg.-0.002 Bid2:57:05 PM Ask2:57:05 PM Underlying Strike price Expiration date Option type
0.034EUR -5.56% 0.066
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: 34.95
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.21
Parity: -0.21
Time value: 0.10
Break-even: 38.00
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 1.52
Spread abs.: 0.07
Spread %: 244.83%
Delta: 0.36
Theta: -0.03
Omega: 12.52
Rho: 0.01
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.036
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.00%
1 Month  
+47.83%
3 Months  
+13.33%
YTD
  -93.58%
1 Year
  -96.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.044 0.020
1M High / 1M Low: 0.044 0.005
6M High / 6M Low: 0.590 0.004
High (YTD): 2024-01-02 0.540
Low (YTD): 2024-04-04 0.004
52W High: 2023-05-15 0.890
52W Low: 2024-04-04 0.004
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.184
Avg. volume 6M:   0.000
Avg. price 1Y:   0.320
Avg. volume 1Y:   0.000
Volatility 1M:   621.22%
Volatility 6M:   546.70%
Volatility 1Y:   394.00%
Volatility 3Y:   -