UBS Call 33 FRE 20.09.2024/  CH1278957423  /

EUWAX
02/08/2024  08:50:03 Chg.-0.063 Bid22:00:16 Ask22:00:16 Underlying Strike price Expiration date Option type
0.034EUR -64.95% -
Bid Size: -
-
Ask Size: -
FRESENIUS SE+CO.KGAA... 33.00 - 20/09/2024 Call
 

Master data

WKN: UL8RZL
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 33.00 -
Maturity: 20/09/2024
Issue date: 14/09/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 104.47
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.24
Parity: -0.17
Time value: 0.03
Break-even: 33.30
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.59
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.25
Theta: -0.01
Omega: 26.13
Rho: 0.01
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.097
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.26%
1 Month  
+3300.00%
3 Months     0.00%
YTD
  -67.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.097 0.034
1M High / 1M Low: 0.097 0.001
6M High / 6M Low: 0.097 0.001
High (YTD): 04/01/2024 0.134
Low (YTD): 16/07/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.017
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,808.16%
Volatility 6M:   3,516.83%
Volatility 1Y:   -
Volatility 3Y:   -