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UBS Call 40 DHL 17.06.2024/  CH1215578126  /

UBS Investment Bank
21/05/2024  12:07:54 Chg.-0.039 Bid12:07:54 Ask12:07:54 Underlying Strike price Expiration date Option type
0.053EUR -42.39% 0.053
Bid Size: 50,000		 0.100
Ask Size: 50,000		 DEUTSCHE POST AG NA ... 40.00 EUR 17/06/2024 Call
 

Master data

WKN: UK842L
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 17/06/2024
Issue date: 28/10/2022
Last trading day: 14/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 39.10
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -0.01
Time value: 0.10
Break-even: 41.02
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 10.87%
Delta: 0.51
Theta: -0.02
Omega: 20.00
Rho: 0.01
 

Quote data

Open: 0.059
High: 0.074
Low: 0.049
Previous Close: 0.092
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.38%
1 Month  
+39.47%
3 Months
  -86.75%
YTD
  -91.45%
1 Year
  -91.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.095 0.074
1M High / 1M Low: 0.095 0.028
6M High / 6M Low: 0.770 0.028
High (YTD): 12/01/2024 0.620
Low (YTD): 25/04/2024 0.028
52W High: 28/07/2023 0.900
52W Low: 25/04/2024 0.028
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.334
Avg. volume 6M:   0.000
Avg. price 1Y:   0.423
Avg. volume 1Y:   0.000
Volatility 1M:   451.05%
Volatility 6M:   260.49%
Volatility 1Y:   202.26%
Volatility 3Y:   -