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UBS Call 40 DHL 20.12.2024/  CH1251035205  /

EUWAX
9/20/2024  10:12:29 AM Chg.-0.084 Bid1:53:57 PM Ask1:53:57 PM Underlying Strike price Expiration date Option type
0.131EUR -39.07% 0.121
Bid Size: 50,000		 0.131
Ask Size: 50,000		 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: 21.07
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -0.04
Time value: 0.19
Break-even: 41.88
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 5.62%
Delta: 0.52
Theta: -0.01
Omega: 10.97
Rho: 0.05
 

Quote data

Open: 0.131
High: 0.131
Low: 0.131
Previous Close: 0.215
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.54%
1 Month  
+2.34%
3 Months
  -22.49%
YTD
  -80.15%
1 Year
  -68.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.228 0.194
1M High / 1M Low: 0.228 0.108
6M High / 6M Low: 0.330 0.059
High (YTD): 1/12/2024 0.690
Low (YTD): 8/14/2024 0.059
52W High: 12/15/2023 0.810
52W Low: 8/14/2024 0.059
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   0.210
Avg. volume 6M:   0.000
Avg. price 1Y:   0.342
Avg. volume 1Y:   0.000
Volatility 1M:   204.27%
Volatility 6M:   187.28%
Volatility 1Y:   152.00%
Volatility 3Y:   -