OverviewChartNewsTraderScreen

UBS Call 40 DHL 17.06.2024/  CH1215578126  /

UBS Investment Bank
2024-05-31  9:51:41 PM Chg.+0.006 Bid- Ask- Underlying Strike price Expiration date Option type
0.013EUR +85.71% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE POST AG NA ... 40.00 EUR 2024-06-17 Call
 

Master data

WKN: UK842L
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2024-06-17
Issue date: 2022-10-28
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.39
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.20
Parity: -0.16
Time value: 0.10
Break-even: 41.00
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 3.11
Spread abs.: 0.09
Spread %: 1,328.57%
Delta: 0.38
Theta: -0.05
Omega: 14.41
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.013
Low: 0.001
Previous Close: 0.007
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.83%
1 Month
  -75.47%
3 Months
  -96.18%
YTD
  -97.90%
1 Year
  -97.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.007
1M High / 1M Low: 0.095 0.007
6M High / 6M Low: 0.770 0.007
High (YTD): 2024-01-12 0.620
Low (YTD): 2024-05-30 0.007
52W High: 2023-07-28 0.900
52W Low: 2024-05-30 0.007
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.307
Avg. volume 6M:   0.000
Avg. price 1Y:   0.404
Avg. volume 1Y:   0.000
Volatility 1M:   637.08%
Volatility 6M:   330.45%
Volatility 1Y:   248.73%
Volatility 3Y:   -