UBS Call 50 DHL 20.12.2024/  CH1258242366  /

UBS Investment Bank
2024-06-04  6:24:31 PM Chg.+0.001 Bid- Ask- Underlying Strike price Expiration date Option type
0.013EUR +8.33% -
Bid Size: -
-
Ask Size: -
DEUTSCHE POST AG NA ... 50.00 EUR 2024-12-20 Call
 

Master data

WKN: UL2PPH
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 2024-12-20
Issue date: 2023-03-22
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.65
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.20
Parity: -1.14
Time value: 0.10
Break-even: 51.00
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 0.66
Spread abs.: 0.09
Spread %: 733.33%
Delta: 0.21
Theta: -0.01
Omega: 7.95
Rho: 0.04
 

Quote data

Open: 0.002
High: 0.016
Low: 0.002
Previous Close: 0.012
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -43.48%
3 Months
  -81.69%
YTD
  -93.19%
1 Year
  -95.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.011
1M High / 1M Low: 0.027 0.011
6M High / 6M Low: 0.260 0.001
High (YTD): 2024-01-12 0.186
Low (YTD): 2024-04-04 0.001
52W High: 2023-07-31 0.380
52W Low: 2024-04-04 0.001
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.088
Avg. volume 6M:   0.000
Avg. price 1Y:   0.139
Avg. volume 1Y:   0.000
Volatility 1M:   278.86%
Volatility 6M:   2,925.50%
Volatility 1Y:   2,070.16%
Volatility 3Y:   -