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UBS Call 40 DHL 20.12.2024/  CH1251035205  /

UBS Investment Bank
2024-05-22  4:01:28 PM Chg.-0.013 Bid4:01:28 PM Ask4:01:28 PM Underlying Strike price Expiration date Option type
0.247EUR -5.00% 0.247
Bid Size: 50,000		 0.260
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: 14.51
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -0.08
Time value: 0.27
Break-even: 42.70
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.54
Theta: -0.01
Omega: 7.80
Rho: 0.11
 

Quote data

Open: 0.245
High: 0.260
Low: 0.234
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.83%
1 Month  
+21.67%
3 Months
  -53.40%
YTD
  -64.20%
1 Year
  -64.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.260
1M High / 1M Low: 0.310 0.169
6M High / 6M Low: 0.830 0.169
High (YTD): 2024-01-12 0.690
Low (YTD): 2024-04-25 0.169
52W High: 2023-07-28 0.970
52W Low: 2024-04-25 0.169
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.245
Avg. volume 1M:   0.000
Avg. price 6M:   0.446
Avg. volume 6M:   0.000
Avg. price 1Y:   0.522
Avg. volume 1Y:   0.000
Volatility 1M:   135.06%
Volatility 6M:   124.73%
Volatility 1Y:   112.02%
Volatility 3Y:   -