UBS Call 34 DHL 17.06.2024
/ CH1223935375
UBS Call 34 DHL 17.06.2024/ CH1223935375 /
03/06/2024 17:23:26 |
Chg.+0.010 |
Bid17:49:09 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
+2.13% |
0.470 Bid Size: 15,000 |
- Ask Size: - |
DEUTSCHE POST AG NA ... |
34.00 EUR |
17/06/2024 |
Call |
Master data
WKN: |
UK8TX2 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DEUTSCHE POST AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 EUR |
Maturity: |
17/06/2024 |
Issue date: |
18/10/2022 |
Last trading day: |
14/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.47 |
Implied volatility: |
0.53 |
Historic volatility: |
0.20 |
Parity: |
0.47 |
Time value: |
0.02 |
Break-even: |
38.90 |
Moneyness: |
1.14 |
Premium: |
0.01 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
2.08% |
Delta: |
0.90 |
Theta: |
-0.03 |
Omega: |
7.13 |
Rho: |
0.01 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.480 |
Previous Close: |
0.470 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.88% |
1 Month |
|
|
-17.24% |
3 Months |
|
|
-46.07% |
YTD |
|
|
-58.26% |
1 Year |
|
|
-56.36% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.450 |
1M High / 1M Low: |
0.630 |
0.450 |
6M High / 6M Low: |
1.290 |
0.400 |
High (YTD): |
12/01/2024 |
1.180 |
Low (YTD): |
25/04/2024 |
0.400 |
52W High: |
27/07/2023 |
1.430 |
52W Low: |
25/04/2024 |
0.400 |
Avg. price 1W: |
|
0.484 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.527 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.806 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.875 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
146.56% |
Volatility 6M: |
|
109.33% |
Volatility 1Y: |
|
97.80% |
Volatility 3Y: |
|
- |