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UBS Call 39 DHL 20.12.2024/  CH1251035197  /

EUWAX
6/4/2024  8:12:52 AM Chg.-0.020 Bid10:00:15 PM Ask10:00:15 PM Underlying Strike price Expiration date Option type
0.270EUR -6.90% -
Bid Size: -		 -
Ask Size: -		 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: 13.80
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -0.04
Time value: 0.28
Break-even: 41.80
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.56
Theta: -0.01
Omega: 7.73
Rho: 0.10
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.90%
1 Month
  -3.57%
3 Months
  -46.00%
YTD
  -63.51%
1 Year
  -65.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.250
1M High / 1M Low: 0.370 0.250
6M High / 6M Low: 0.890 0.209
High (YTD): 1/12/2024 0.770
Low (YTD): 4/19/2024 0.209
52W High: 7/27/2023 1.060
52W Low: 4/19/2024 0.209
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.307
Avg. volume 1M:   0.000
Avg. price 6M:   0.487
Avg. volume 6M:   128
Avg. price 1Y:   0.566
Avg. volume 1Y:   62.745
Volatility 1M:   145.84%
Volatility 6M:   112.45%
Volatility 1Y:   104.76%
Volatility 3Y:   -