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UBS Call 39 DHL 20.12.2024/  CH1251035197  /

EUWAX
2024-05-15  8:11:48 AM Chg.0.000 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
0.340EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: 11.25
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.04
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 0.04
Time value: 0.31
Break-even: 42.50
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.61
Theta: -0.01
Omega: 6.83
Rho: 0.12
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.43%
1 Month  
+30.77%
3 Months
  -38.18%
YTD
  -54.05%
1 Year
  -48.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.270
1M High / 1M Low: 0.340 0.209
6M High / 6M Low: 0.890 0.209
High (YTD): 2024-01-12 0.770
Low (YTD): 2024-04-19 0.209
52W High: 2023-07-27 1.060
52W Low: 2024-04-19 0.209
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.263
Avg. volume 1M:   0.000
Avg. price 6M:   0.512
Avg. volume 6M:   129.032
Avg. price 1Y:   0.589
Avg. volume 1Y:   62.500
Volatility 1M:   133.48%
Volatility 6M:   105.95%
Volatility 1Y:   100.67%
Volatility 3Y:   -