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UBS Call 39 DHL 20.12.2024/  CH1251035197  /

UBS Investment Bank
2024-05-16  10:25:47 AM Chg.+0.020 Bid10:25:47 AM Ask10:25:47 AM Underlying Strike price Expiration date Option type
0.370EUR +5.71% 0.370
Bid Size: 50,000		 0.380
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: 11.04
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.08
Implied volatility: 0.23
Historic volatility: 0.20
Parity: 0.08
Time value: 0.29
Break-even: 42.60
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.63
Theta: -0.01
Omega: 6.94
Rho: 0.13
 

Quote data

Open: 0.330
High: 0.370
Low: 0.330
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.35%
1 Month  
+60.17%
3 Months
  -30.19%
YTD
  -51.32%
1 Year
  -42.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.310
1M High / 1M Low: 0.350 0.208
6M High / 6M Low: 0.910 0.208
High (YTD): 2024-01-12 0.770
Low (YTD): 2024-04-25 0.208
52W High: 2023-07-28 1.050
52W Low: 2024-04-25 0.208
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.272
Avg. volume 1M:   0.000
Avg. price 6M:   0.511
Avg. volume 6M:   0.000
Avg. price 1Y:   0.588
Avg. volume 1Y:   0.000
Volatility 1M:   111.46%
Volatility 6M:   114.29%
Volatility 1Y:   104.81%
Volatility 3Y:   -