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UBS Call 39 DHL 20.12.2024/  CH1251035197  /

EUWAX
2024-05-29  8:13:21 AM Chg.-0.020 Bid10:59:12 AM Ask10:59:12 AM Underlying Strike price Expiration date Option type
0.290EUR -6.45% 0.280
Bid Size: 50,000		 0.290
Ask Size: 50,000		 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: 12.65
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.02
Implied volatility: 0.22
Historic volatility: 0.20
Parity: 0.02
Time value: 0.29
Break-even: 42.10
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.60
Theta: -0.01
Omega: 7.53
Rho: 0.11
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.45%
1 Month  
+16.47%
3 Months
  -47.27%
YTD
  -60.81%
1 Year
  -59.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.260
1M High / 1M Low: 0.370 0.249
6M High / 6M Low: 0.890 0.209
High (YTD): 2024-01-12 0.770
Low (YTD): 2024-04-19 0.209
52W High: 2023-07-27 1.060
52W Low: 2024-04-19 0.209
Avg. price 1W:   0.296
Avg. volume 1W:   0.000
Avg. price 1M:   0.306
Avg. volume 1M:   0.000
Avg. price 6M:   0.498
Avg. volume 6M:   129.032
Avg. price 1Y:   0.575
Avg. volume 1Y:   62.500
Volatility 1M:   125.50%
Volatility 6M:   109.88%
Volatility 1Y:   102.54%
Volatility 3Y:   -