OverviewChartNewsTraderScreen

UBS Call 25 FRE 20.12.2024/  CH1253804566  /

EUWAX
2024-08-02  8:08:28 AM Chg.-0.130 Bid10:00:16 PM Ask10:00:16 PM Underlying Strike price Expiration date Option type
0.700EUR -15.66% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 25.00 - 2024-12-20 Call
 

Master data

WKN: UL3EJ7
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2024-12-20
Issue date: 2023-03-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.47
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.68
Implied volatility: 0.16
Historic volatility: 0.24
Parity: 0.68
Time value: 0.04
Break-even: 32.10
Moneyness: 1.27
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 1.00
Theta: 0.00
Omega: 4.45
Rho: 0.09
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.78%
1 Month  
+62.79%
3 Months  
+48.94%
YTD  
+27.27%
1 Year  
+16.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.700
1M High / 1M Low: 0.830 0.430
6M High / 6M Low: 0.830 0.223
High (YTD): 2024-08-01 0.830
Low (YTD): 2024-04-03 0.223
52W High: 2024-08-01 0.830
52W Low: 2024-04-03 0.223
Avg. price 1W:   0.756
Avg. volume 1W:   0.000
Avg. price 1M:   0.584
Avg. volume 1M:   0.000
Avg. price 6M:   0.422
Avg. volume 6M:   0.000
Avg. price 1Y:   0.476
Avg. volume 1Y:   176.471
Volatility 1M:   96.27%
Volatility 6M:   125.08%
Volatility 1Y:   111.32%
Volatility 3Y:   -