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UBS Call 31 FRE 20.12.2024/  CH1251038951  /

Frankfurt Zert./UBS
2024-11-15  3:08:26 PM Chg.+0.022 Bid3:35:58 PM Ask- Underlying Strike price Expiration date Option type
0.215EUR +11.40% 0.232
Bid Size: 50,000		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 31.00 EUR 2024-12-20 Call
 

Master data

WKN: UL11EP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 31.00 EUR
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.72
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.18
Implied volatility: 0.16
Historic volatility: 0.21
Parity: 0.18
Time value: 0.02
Break-even: 32.96
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 1.03%
Delta: 0.88
Theta: -0.01
Omega: 14.74
Rho: 0.03
 

Quote data

Open: 0.176
High: 0.216
Low: 0.176
Previous Close: 0.193
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -28.33%
1 Month
  -32.81%
3 Months
  -7.73%
YTD
  -4.44%
1 Year  
+20.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.193
1M High / 1M Low: 0.390 0.193
6M High / 6M Low: 0.430 0.062
High (YTD): 2024-09-13 0.430
Low (YTD): 2024-04-04 0.027
52W High: 2024-09-13 0.430
52W Low: 2024-04-04 0.027
Avg. price 1W:   0.237
Avg. volume 1W:   0.000
Avg. price 1M:   0.295
Avg. volume 1M:   0.000
Avg. price 6M:   0.238
Avg. volume 6M:   0.000
Avg. price 1Y:   0.191
Avg. volume 1Y:   0.000
Volatility 1M:   203.65%
Volatility 6M:   219.93%
Volatility 1Y:   236.83%
Volatility 3Y:   -