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UBS Call 39 DHL 20.12.2024/  CH1251035197  /

Frankfurt Zert./UBS
2024-06-14  7:27:29 PM Chg.-0.050 Bid9:54:33 PM Ask9:54:33 PM Underlying Strike price Expiration date Option type
0.220EUR -18.52% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE POST AG NA ... 39.00 EUR 2024-12-20 Call
 

Master data

WKN: UL1RED
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 39.00 EUR
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.70
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -0.13
Time value: 0.23
Break-even: 41.26
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 4.63%
Delta: 0.50
Theta: -0.01
Omega: 8.34
Rho: 0.09
 

Quote data

Open: 0.270
High: 0.270
Low: 0.213
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -37.14%
3 Months
  -21.43%
YTD
  -71.05%
1 Year
  -72.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.220
1M High / 1M Low: 0.370 0.220
6M High / 6M Low: 0.890 0.206
High (YTD): 2024-01-12 0.770
Low (YTD): 2024-04-25 0.206
52W High: 2023-07-27 1.060
52W Low: 2024-04-25 0.206
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.297
Avg. volume 1M:   0.000
Avg. price 6M:   0.447
Avg. volume 6M:   0.000
Avg. price 1Y:   0.550
Avg. volume 1Y:   0.000
Volatility 1M:   130.82%
Volatility 6M:   121.39%
Volatility 1Y:   109.73%
Volatility 3Y:   -