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UBS Call 39 DHL 20.12.2024/  CH1251035197  /

Frankfurt Zert./UBS
6/6/2024  2:29:31 PM Chg.+0.020 Bid2:52:33 PM Ask2:52:33 PM Underlying Strike price Expiration date Option type
0.320EUR +6.67% 0.330
Bid Size: 50,000		 0.340
Ask Size: 50,000		 DEUTSCHE POST AG NA ... 39.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.26
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.02
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 0.02
Time value: 0.30
Break-even: 42.20
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.59
Theta: -0.01
Omega: 7.28
Rho: 0.11
 

Quote data

Open: 0.310
High: 0.350
Low: 0.310
Previous Close: 0.300
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+23.08%
1 Month  
+10.34%
3 Months  
+14.29%
YTD
  -57.89%
1 Year
  -57.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.260
1M High / 1M Low: 0.370 0.260
6M High / 6M Low: 0.890 0.206
High (YTD): 1/12/2024 0.770
Low (YTD): 4/25/2024 0.206
52W High: 7/27/2023 1.060
52W Low: 4/25/2024 0.206
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.303
Avg. volume 1M:   0.000
Avg. price 6M:   0.479
Avg. volume 6M:   0.000
Avg. price 1Y:   0.562
Avg. volume 1Y:   0.000
Volatility 1M:   116.26%
Volatility 6M:   117.03%
Volatility 1Y:   107.02%
Volatility 3Y:   -