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UBS Call 40 DHL 20.12.2024/  CH1251035205  /

Frankfurt Zert./UBS
2024-05-29  12:20:12 PM Chg.-0.019 Bid1:07:36 PM Ask1:07:36 PM Underlying Strike price Expiration date Option type
0.228EUR -7.69% 0.220
Bid Size: 50,000		 0.230
Ask Size: 50,000		 DEUTSCHE POST AG NA ... 40.00 EUR 2024-12-20 Call
 

Master data

WKN: UL15R2
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.08
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -0.08
Time value: 0.26
Break-even: 42.60
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 5.69%
Delta: 0.54
Theta: -0.01
Omega: 8.08
Rho: 0.10
 

Quote data

Open: 0.242
High: 0.242
Low: 0.226
Previous Close: 0.247
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.80%
1 Month  
+13.43%
3 Months
  -51.49%
YTD
  -66.96%
1 Year
  -66.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.220
1M High / 1M Low: 0.310 0.201
6M High / 6M Low: 0.810 0.168
High (YTD): 2024-01-12 0.700
Low (YTD): 2024-04-25 0.168
52W High: 2023-07-27 0.980
52W Low: 2024-04-25 0.168
Avg. price 1W:   0.239
Avg. volume 1W:   0.000
Avg. price 1M:   0.255
Avg. volume 1M:   0.000
Avg. price 6M:   0.437
Avg. volume 6M:   0.000
Avg. price 1Y:   0.514
Avg. volume 1Y:   0.000
Volatility 1M:   116.20%
Volatility 6M:   124.57%
Volatility 1Y:   112.80%
Volatility 3Y:   -