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UBS Call 40 DHL 20.12.2024/  CH1251035205  /

EUWAX
22/05/2024  08:12:00 Chg.-0.030 Bid20:02:54 Ask20:02:54 Underlying Strike price Expiration date Option type
0.260EUR -10.34% 0.246
Bid Size: 15,000		 0.260
Ask Size: 15,000		 DEUTSCHE POST AG NA ... 40.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
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: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month  
+34.02%
3 Months
  -49.02%
YTD
  -60.61%
1 Year
  -62.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.280
1M High / 1M Low: 0.310 0.176
6M High / 6M Low: 0.810 0.171
High (YTD): 12/01/2024 0.690
Low (YTD): 19/04/2024 0.171
52W High: 27/07/2023 0.980
52W Low: 19/04/2024 0.171
Avg. price 1W:   0.296
Avg. volume 1W:   0.000
Avg. price 1M:   0.242
Avg. volume 1M:   0.000
Avg. price 6M:   0.446
Avg. volume 6M:   0.000
Avg. price 1Y:   0.523
Avg. volume 1Y:   0.000
Volatility 1M:   130.14%
Volatility 6M:   110.94%
Volatility 1Y:   104.87%
Volatility 3Y:   -