UBS Call 31 FRE 20.12.2024
/ CH1251038951
UBS Call 31 FRE 20.12.2024/ CH1251038951 /
15/08/2024 08:13:28 |
Chg.+0.016 |
Bid21:55:02 |
Ask21:55:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.235EUR |
+7.31% |
- 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: |
13.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.24 |
Historic volatility: |
0.24 |
Parity: |
0.07 |
Time value: |
0.16 |
Break-even: |
33.31 |
Moneyness: |
1.02 |
Premium: |
0.05 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.62 |
Theta: |
-0.01 |
Omega: |
8.55 |
Rho: |
0.06 |
Quote data
Open: |
0.235 |
High: |
0.235 |
Low: |
0.235 |
Previous Close: |
0.219 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.92% |
1 Month |
|
|
+91.06% |
3 Months |
|
|
+50.64% |
YTD |
|
|
+3.07% |
1 Year |
|
|
-38.16% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.219 |
0.187 |
1M High / 1M Low: |
0.340 |
0.123 |
6M High / 6M Low: |
0.340 |
0.041 |
High (YTD): |
01/08/2024 |
0.340 |
Low (YTD): |
03/04/2024 |
0.041 |
52W High: |
21/09/2023 |
0.410 |
52W Low: |
03/04/2024 |
0.041 |
Avg. price 1W: |
|
0.202 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.210 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.128 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.175 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
199.18% |
Volatility 6M: |
|
230.44% |
Volatility 1Y: |
|
191.22% |
Volatility 3Y: |
|
- |