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UBS Call 40 RWE 17.06.2024/  CH1223942298  /

EUWAX
2024-05-14  8:07:32 AM Chg.- Bid8:21:06 AM Ask8:21:06 AM Underlying Strike price Expiration date Option type
0.003EUR - 0.009
Bid Size: 125,000		 0.100
Ask Size: 125,000		 RWE AG INH O.N. 40.00 - 2024-06-17 Call
 

Master data

WKN: UK8BVS
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: RWE AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 -
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: 0.00
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.21
Parity: -0.55
Time value: 0.10
Break-even: 41.00
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 5.46
Spread abs.: 0.10
Spread %: 3,233.33%
Delta: 0.26
Theta: -0.03
Omega: 9.11
Rho: 0.01
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -50.00%
YTD
  -99.06%
1 Year
  -99.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.001
1M High / 1M Low: 0.006 0.001
6M High / 6M Low: 0.380 0.001
High (YTD): 2024-01-02 0.330
Low (YTD): 2024-05-09 0.001
52W High: 2023-05-15 0.690
52W Low: 2024-05-09 0.001
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.102
Avg. volume 6M:   0.000
Avg. price 1Y:   0.203
Avg. volume 1Y:   32.031
Volatility 1M:   1,325.72%
Volatility 6M:   814.11%
Volatility 1Y:   583.84%
Volatility 3Y:   -