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UBS Call 26 FRE 20.06.2025/  CH1302948554  /

UBS Investment Bank
15/11/2024  15:40:39 Chg.+0.040 Bid15:40:39 Ask- Underlying Strike price Expiration date Option type
0.780EUR +5.41% 0.780
Bid Size: 50,000		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 26.00 EUR 20/06/2025 Call
 

Master data

WKN: UL9E57
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 20/06/2025
Issue date: 02/11/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.37
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.68
Implied volatility: 0.25
Historic volatility: 0.21
Parity: 0.68
Time value: 0.07
Break-even: 33.50
Moneyness: 1.26
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.92
Theta: 0.00
Omega: 4.01
Rho: 0.13
 

Quote data

Open: 0.700
High: 0.780
Low: 0.700
Previous Close: 0.740
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.24%
1 Month
  -7.14%
3 Months  
+13.04%
YTD  
+39.29%
1 Year  
+69.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.740
1M High / 1M Low: 0.930 0.740
6M High / 6M Low: 0.950 0.400
High (YTD): 13/09/2024 0.950
Low (YTD): 04/04/2024 0.270
52W High: 13/09/2024 0.950
52W Low: 04/04/2024 0.270
Avg. price 1W:   0.784
Avg. volume 1W:   0.000
Avg. price 1M:   0.825
Avg. volume 1M:   0.000
Avg. price 6M:   0.692
Avg. volume 6M:   0.000
Avg. price 1Y:   0.569
Avg. volume 1Y:   0.000
Volatility 1M:   87.73%
Volatility 6M:   88.55%
Volatility 1Y:   90.27%
Volatility 3Y:   -