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UBS Call 34 DHL 17.06.2024/  CH1223935375  /

EUWAX
2024-05-21  8:07:26 AM Chg.-0.010 Bid1:14:20 PM Ask1:14:20 PM Underlying Strike price Expiration date Option type
0.590EUR -1.67% 0.550
Bid Size: 50,000		 0.560
Ask Size: 50,000		 DEUTSCHE POST AG NA ... 34.00 EUR 2024-06-17 Call
 

Master data

WKN: UK8TX2
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.65
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.59
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 0.59
Time value: 0.01
Break-even: 40.00
Moneyness: 1.17
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.98
Theta: -0.01
Omega: 6.51
Rho: 0.02
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.51%
1 Month  
+47.50%
3 Months
  -37.23%
YTD
  -49.14%
1 Year
  -43.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.560
1M High / 1M Low: 0.620 0.420
6M High / 6M Low: 1.290 0.400
High (YTD): 2024-01-12 1.180
Low (YTD): 2024-04-19 0.400
52W High: 2023-07-27 1.430
52W Low: 2024-04-19 0.400
Avg. price 1W:   0.586
Avg. volume 1W:   0.000
Avg. price 1M:   0.515
Avg. volume 1M:   0.000
Avg. price 6M:   0.832
Avg. volume 6M:   0.000
Avg. price 1Y:   0.892
Avg. volume 1Y:   0.000
Volatility 1M:   146.73%
Volatility 6M:   95.03%
Volatility 1Y:   89.67%
Volatility 3Y:   -