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UBS Call 40 DHL 20.12.2024/  CH1251035205  /

UBS Investment Bank
6/19/2024  8:40:12 PM Chg.-0.013 Bid8:40:12 PM Ask8:40:12 PM Underlying Strike price Expiration date Option type
0.164EUR -7.34% 0.164
Bid Size: 15,000		 0.174
Ask Size: 15,000		 DEUTSCHE POST AG NA ... 40.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.30
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -0.20
Time value: 0.19
Break-even: 41.87
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 5.65%
Delta: 0.45
Theta: -0.01
Omega: 9.09
Rho: 0.08
 

Quote data

Open: 0.167
High: 0.183
Low: 0.157
Previous Close: 0.177
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.31%
1 Month
  -45.33%
3 Months
  -26.79%
YTD
  -76.23%
1 Year
  -79.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.232 0.172
1M High / 1M Low: 0.290 0.172
6M High / 6M Low: 0.770 0.169
High (YTD): 1/12/2024 0.690
Low (YTD): 4/25/2024 0.169
52W High: 7/28/2023 0.970
52W Low: 4/25/2024 0.169
Avg. price 1W:   0.195
Avg. volume 1W:   0.000
Avg. price 1M:   0.230
Avg. volume 1M:   0.000
Avg. price 6M:   0.379
Avg. volume 6M:   0.000
Avg. price 1Y:   0.486
Avg. volume 1Y:   0.000
Volatility 1M:   142.53%
Volatility 6M:   129.82%
Volatility 1Y:   116.52%
Volatility 3Y:   -