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UBS Call 31 FRE 20.12.2024/  CH1251038951  /

EUWAX
8/15/2024  8:13:28 AM Chg.+0.016 Bid9:55:02 PM Ask9:55:02 PM Underlying Strike price Expiration date Option type
0.235EUR +7.31% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 31.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
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): 8/1/2024 0.340
Low (YTD): 4/3/2024 0.041
52W High: 9/21/2023 0.410
52W Low: 4/3/2024 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:   -