UBS Call 24 FRE 20.06.2025
/ CH1302948539
UBS Call 24 FRE 20.06.2025/ CH1302948539 /
| 8/2/2024 7:36:24 PM |
Chg.-0.030 |
Bid8:11:52 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-3.45% |
-
Bid Size: - |
-
Ask Size: - |
FRESENIUS SE+CO.KGAA... |
24.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
UL87TJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
11/2/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
0.78 |
| Time value: |
0.10 |
| Break-even: |
32.70 |
| Moneyness: |
1.32 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
3.43 |
| Rho: |
0.19 |
Quote data
| Open: |
0.850 |
| High: |
0.870 |
| Low: |
0.820 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+35.48% |
| YTD |
|
|
+21.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.840 |
| 1M High / 1M Low: |
1.000 |
0.600 |
| 6M High / 6M Low: |
1.000 |
0.380 |
| High (YTD): |
7/31/2024 |
1.000 |
| Low (YTD): |
4/4/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.579 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.89% |
| Volatility 6M: |
|
86.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
