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UBS Call 39 DHL 20.12.2024/  CH1251035197  /

EUWAX
2024-09-20  10:12:29 AM Chg.-0.100 Bid6:01:30 PM Ask6:01:30 PM Underlying Strike price Expiration date Option type
0.180EUR -35.71% 0.144
Bid Size: 15,000		 0.154
Ask Size: 15,000		 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: 16.24
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.06
Implied volatility: 0.25
Historic volatility: 0.20
Parity: 0.06
Time value: 0.18
Break-even: 41.44
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 4.27%
Delta: 0.60
Theta: -0.01
Omega: 9.77
Rho: 0.05
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.93%
1 Month  
+4.05%
3 Months
  -15.89%
YTD
  -75.68%
1 Year
  -62.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.250
1M High / 1M Low: 0.290 0.148
6M High / 6M Low: 0.400 0.085
High (YTD): 2024-01-12 0.770
Low (YTD): 2024-08-14 0.085
52W High: 2023-12-15 0.890
52W Low: 2024-08-14 0.085
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.210
Avg. volume 1M:   0.000
Avg. price 6M:   0.260
Avg. volume 6M:   62.016
Avg. price 1Y:   0.397
Avg. volume 1Y:   62.500
Volatility 1M:   191.01%
Volatility 6M:   174.18%
Volatility 1Y:   142.55%
Volatility 3Y:   -