OverviewChartNewsTraderScreen

UBS Call 40 DHL 20.12.2024/  CH1251035205  /

Frankfurt Zert./UBS
5/15/2024  7:39:22 PM Chg.+0.010 Bid5/15/2024 Ask5/15/2024 Underlying Strike price Expiration date Option type
0.290EUR +3.57% 0.290
Bid Size: 15,000		 0.300
Ask Size: 15,000		 DEUTSCHE POST AG NA ... 40.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.13
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -0.06
Time value: 0.30
Break-even: 43.00
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.55
Theta: -0.01
Omega: 7.26
Rho: 0.11
 

Quote data

Open: 0.280
High: 0.300
Low: 0.270
Previous Close: 0.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+33.64%
1 Month  
+31.82%
3 Months
  -38.30%
YTD
  -57.97%
1 Year
  -53.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.217
1M High / 1M Low: 0.290 0.168
6M High / 6M Low: 0.810 0.168
High (YTD): 1/12/2024 0.700
Low (YTD): 4/25/2024 0.168
52W High: 7/27/2023 0.980
52W Low: 4/25/2024 0.168
Avg. price 1W:   0.265
Avg. volume 1W:   0.000
Avg. price 1M:   0.221
Avg. volume 1M:   0.000
Avg. price 6M:   0.451
Avg. volume 6M:   0.000
Avg. price 1Y:   0.528
Avg. volume 1Y:   0.000
Volatility 1M:   141.58%
Volatility 6M:   123.36%
Volatility 1Y:   112.69%
Volatility 3Y:   -