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UBS Call 23 FRE 20.12.2024/  CH1253817014  /

EUWAX
2024-07-09  10:28:15 AM Chg.-0.020 Bid6:43:50 PM Ask6:43:50 PM Underlying Strike price Expiration date Option type
0.620EUR -3.13% 0.630
Bid Size: 10,000		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 23.00 - 2024-12-20 Call
 

Master data

WKN: UL20VC
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 23.00 -
Maturity: 2024-12-20
Issue date: 2023-03-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.47
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.61
Implied volatility: 0.22
Historic volatility: 0.24
Parity: 0.61
Time value: 0.05
Break-even: 29.50
Moneyness: 1.26
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: 0.00
Omega: 4.28
Rho: 0.10
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month
  -23.46%
3 Months  
+51.22%
YTD
  -10.14%
1 Year  
+29.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.560
1M High / 1M Low: 0.770 0.550
6M High / 6M Low: 0.810 0.330
High (YTD): 2024-06-07 0.810
Low (YTD): 2024-04-03 0.330
52W High: 2023-09-20 0.950
52W Low: 2024-04-03 0.330
Avg. price 1W:   0.610
Avg. volume 1W:   0.000
Avg. price 1M:   0.636
Avg. volume 1M:   0.000
Avg. price 6M:   0.530
Avg. volume 6M:   0.000
Avg. price 1Y:   0.605
Avg. volume 1Y:   196.850
Volatility 1M:   71.54%
Volatility 6M:   97.00%
Volatility 1Y:   92.78%
Volatility 3Y:   -