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UBS Call 39 DHL 20.12.2024/  CH1251035197  /

Frankfurt Zert./UBS
2024-05-22  8:20:50 AM Chg.0.000 Bid9:14:14 AM Ask9:14:14 AM Underlying Strike price Expiration date Option type
0.310EUR 0.00% 0.290
Bid Size: 50,000		 0.300
Ask Size: 50,000		 DEUTSCHE POST AG NA ... 39.00 EUR 2024-12-20 Call
 

Master data

WKN: UL1RED
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 39.00 EUR
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.08
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.09
Implied volatility: 0.22
Historic volatility: 0.20
Parity: 0.09
Time value: 0.27
Break-even: 42.60
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.64
Theta: -0.01
Omega: 7.04
Rho: 0.13
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.43%
1 Month  
+26.02%
3 Months
  -47.46%
YTD
  -59.21%
1 Year
  -58.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.310
1M High / 1M Low: 0.370 0.206
6M High / 6M Low: 0.890 0.206
High (YTD): 2024-01-12 0.770
Low (YTD): 2024-04-25 0.206
52W High: 2023-07-27 1.060
52W Low: 2024-04-25 0.206
Avg. price 1W:   0.348
Avg. volume 1W:   0.000
Avg. price 1M:   0.293
Avg. volume 1M:   0.000
Avg. price 6M:   0.507
Avg. volume 6M:   0.000
Avg. price 1Y:   0.581
Avg. volume 1Y:   0.000
Volatility 1M:   126.71%
Volatility 6M:   116.06%
Volatility 1Y:   105.86%
Volatility 3Y:   -