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UBS Call 37 DHL 17.06.2024/  CH1223935391  /

UBS Investment Bank
2024-05-21  11:10:58 AM Chg.-0.030 Bid11:10:58 AM Ask11:10:58 AM Underlying Strike price Expiration date Option type
0.270EUR -10.00% 0.270
Bid Size: 50,000		 0.280
Ask Size: 50,000		 DEUTSCHE POST AG NA ... 37.00 EUR 2024-06-17 Call
 

Master data

WKN: UK8TWQ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 37.00 EUR
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.86
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.29
Implied volatility: 0.23
Historic volatility: 0.20
Parity: 0.29
Time value: 0.02
Break-even: 40.10
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.90
Theta: -0.01
Omega: 11.61
Rho: 0.02
 

Quote data

Open: 0.290
High: 0.310
Low: 0.260
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month  
+54.29%
3 Months
  -59.09%
YTD
  -69.32%
1 Year
  -67.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.290
1M High / 1M Low: 0.340 0.146
6M High / 6M Low: 1.030 0.146
High (YTD): 2024-01-12 0.890
Low (YTD): 2024-04-25 0.146
52W High: 2023-07-28 1.160
52W Low: 2024-04-25 0.146
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.247
Avg. volume 1M:   0.000
Avg. price 6M:   0.559
Avg. volume 6M:   0.000
Avg. price 1Y:   0.638
Avg. volume 1Y:   0.000
Volatility 1M:   258.61%
Volatility 6M:   161.72%
Volatility 1Y:   134.90%
Volatility 3Y:   -