UBS Call 47 DHL 17.06.2024/  CH1244004615  /

UBS Investment Bank
2024-05-15  5:36:01 PM Chg.0.000 Bid5:36:01 PM Ask5:36:01 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 15,000
0.100
Ask Size: 15,000
DEUTSCHE POST AG NA ... 47.00 EUR 2024-06-17 Call
 

Master data

WKN: UL2PY9
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 47.00 EUR
Maturity: 2024-06-17
Issue date: 2023-01-20
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 39.39
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.20
Parity: -0.76
Time value: 0.10
Break-even: 48.00
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 7.90
Spread abs.: 0.10
Spread %: 9,900.00%
Delta: 0.23
Theta: -0.04
Omega: 9.14
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -98.04%
YTD
  -99.44%
1 Year
  -99.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.270 0.001
High (YTD): 2024-01-02 0.167
Low (YTD): 2024-05-14 0.001
52W High: 2023-07-28 0.420
52W Low: 2024-05-14 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.073
Avg. volume 6M:   0.000
Avg. price 1Y:   0.136
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   387.31%
Volatility 1Y:   300.67%
Volatility 3Y:   -