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UBS Call 31 FRE 20.12.2024/  CH1251038951  /

EUWAX
28/06/2024  08:13:20 Chg.-0.001 Bid22:00:14 Ask22:00:14 Underlying Strike price Expiration date Option type
0.084EUR -1.18% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 31.00 - 20/12/2024 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 -
Maturity: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 32.98
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.24
Parity: -0.30
Time value: 0.09
Break-even: 31.85
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.31
Spread abs.: 0.00
Spread %: 4.94%
Delta: 0.32
Theta: -0.01
Omega: 10.68
Rho: 0.04
 

Quote data

Open: 0.084
High: 0.084
Low: 0.084
Previous Close: 0.085
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.41%
1 Month
  -48.78%
3 Months  
+58.49%
YTD
  -63.16%
1 Year
  -51.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.119 0.085
1M High / 1M Low: 0.220 0.085
6M High / 6M Low: 0.260 0.041
High (YTD): 05/01/2024 0.260
Low (YTD): 03/04/2024 0.041
52W High: 21/09/2023 0.410
52W Low: 03/04/2024 0.041
Avg. price 1W:   0.099
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   0.121
Avg. volume 6M:   0.000
Avg. price 1Y:   0.185
Avg. volume 1Y:   0.000
Volatility 1M:   152.87%
Volatility 6M:   226.02%
Volatility 1Y:   187.84%
Volatility 3Y:   -