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UBS Call 35 DHL 17.06.2024/  CH1223935383  /

EUWAX
2024-05-21  8:07:26 AM Chg.-0.030 Bid1:11:06 PM Ask1:11:06 PM Underlying Strike price Expiration date Option type
0.490EUR -5.77% 0.450
Bid Size: 50,000		 0.460
Ask Size: 50,000		 DEUTSCHE POST AG NA ... 35.00 EUR 2024-06-17 Call
 

Master data

WKN: UK8U92
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.98
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.49
Implied volatility: 0.25
Historic volatility: 0.20
Parity: 0.49
Time value: 0.01
Break-even: 40.00
Moneyness: 1.14
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.98
Theta: -0.01
Omega: 7.80
Rho: 0.03
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.08%
1 Month  
+58.06%
3 Months
  -41.67%
YTD
  -54.21%
1 Year
  -49.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.460
1M High / 1M Low: 0.520 0.320
6M High / 6M Low: 1.200 0.310
High (YTD): 2024-01-26 1.080
Low (YTD): 2024-04-19 0.310
52W High: 2023-07-27 1.340
52W Low: 2024-04-19 0.310
Avg. price 1W:   0.492
Avg. volume 1W:   0.000
Avg. price 1M:   0.420
Avg. volume 1M:   0.000
Avg. price 6M:   0.738
Avg. volume 6M:   0.000
Avg. price 1Y:   0.805
Avg. volume 1Y:   0.000
Volatility 1M:   182.81%
Volatility 6M:   114.06%
Volatility 1Y:   103.17%
Volatility 3Y:   -