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UBS Call 37 DHL 17.06.2024/  CH1223935391  /

EUWAX
03/06/2024  08:07:40 Chg.+0.054 Bid16:08:14 Ask16:08:14 Underlying Strike price Expiration date Option type
0.211EUR +34.39% 0.198
Bid Size: 50,000		 -
Ask Size: -		 DEUTSCHE POST AG NA ... 37.00 EUR 17/06/2024 Call
 

Master data

WKN: UK8TWQ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 37.00 EUR
Maturity: 17/06/2024
Issue date: 18/10/2022
Last trading day: 14/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.04
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.17
Implied volatility: 0.32
Historic volatility: 0.20
Parity: 0.17
Time value: 0.04
Break-even: 39.03
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 5.18%
Delta: 0.78
Theta: -0.03
Omega: 14.80
Rho: 0.01
 

Quote data

Open: 0.211
High: 0.211
Low: 0.211
Previous Close: 0.157
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.96%
1 Month
  -21.85%
3 Months
  -65.97%
YTD
  -76.29%
1 Year
  -75.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.217 0.152
1M High / 1M Low: 0.330 0.152
6M High / 6M Low: 1.010 0.152
High (YTD): 26/01/2024 0.890
Low (YTD): 30/05/2024 0.152
52W High: 27/07/2023 1.170
52W Low: 30/05/2024 0.152
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   0.527
Avg. volume 6M:   0.000
Avg. price 1Y:   0.617
Avg. volume 1Y:   0.000
Volatility 1M:   277.32%
Volatility 6M:   169.67%
Volatility 1Y:   141.41%
Volatility 3Y:   -