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UBS Call 34 DHL 17.06.2024/  CH1223935375  /

UBS Investment Bank
2024-06-04  1:36:38 PM Chg.+0.010 Bid1:36:38 PM Ask- Underlying Strike price Expiration date Option type
0.480EUR +2.13% 0.480
Bid Size: 50,000		 -
Ask Size: -		 DEUTSCHE POST AG NA ... 34.00 EUR 2024-06-17 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: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.73
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.47
Implied volatility: 0.63
Historic volatility: 0.20
Parity: 0.47
Time value: 0.04
Break-even: 39.00
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 6.38%
Delta: 0.87
Theta: -0.04
Omega: 6.76
Rho: 0.01
 

Quote data

Open: 0.460
High: 0.530
Low: 0.460
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -18.64%
3 Months
  -44.83%
YTD
  -58.62%
1 Year
  -56.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.440
1M High / 1M Low: 0.630 0.440
6M High / 6M Low: 1.320 0.410
High (YTD): 2024-01-26 1.170
Low (YTD): 2024-04-25 0.410
52W High: 2023-07-28 1.420
52W Low: 2024-04-25 0.410
Avg. price 1W:   0.476
Avg. volume 1W:   0.000
Avg. price 1M:   0.519
Avg. volume 1M:   0.000
Avg. price 6M:   0.802
Avg. volume 6M:   0.000
Avg. price 1Y:   0.871
Avg. volume 1Y:   0.000
Volatility 1M:   124.20%
Volatility 6M:   106.58%
Volatility 1Y:   95.82%
Volatility 3Y:   -