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UBS Call 40 DHL 20.12.2024/  CH1251035205  /

Frankfurt Zert./UBS
04/06/2024  19:38:56 Chg.+0.004 Bid20:30:27 Ask20:30:27 Underlying Strike price Expiration date Option type
0.219EUR +1.86% 0.222
Bid Size: 15,000		 0.232
Ask Size: 15,000		 DEUTSCHE POST AG NA ... 40.00 EUR 20/12/2024 Call
 

Master data

WKN: UL15R2
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: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.03
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -0.14
Time value: 0.23
Break-even: 42.27
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 4.61%
Delta: 0.50
Theta: -0.01
Omega: 8.48
Rho: 0.09
 

Quote data

Open: 0.243
High: 0.243
Low: 0.216
Previous Close: 0.215
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.34%
1 Month
  -7.20%
3 Months
  -49.07%
YTD
  -68.26%
1 Year
  -68.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.247 0.208
1M High / 1M Low: 0.310 0.208
6M High / 6M Low: 0.810 0.168
High (YTD): 12/01/2024 0.700
Low (YTD): 25/04/2024 0.168
52W High: 27/07/2023 0.980
52W Low: 25/04/2024 0.168
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.253
Avg. volume 1M:   0.000
Avg. price 6M:   0.426
Avg. volume 6M:   0.000
Avg. price 1Y:   0.506
Avg. volume 1Y:   0.000
Volatility 1M:   124.88%
Volatility 6M:   124.33%
Volatility 1Y:   113.18%
Volatility 3Y:   -