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UBS Call 34 FRE 20.12.2024/  CH1251034489  /

Frankfurt Zert./UBS
7/17/2024  8:24:28 AM Chg.0.000 Bid7/17/2024 Ask- Underlying Strike price Expiration date Option type
0.047EUR 0.00% 0.047
Bid Size: 10,000		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 34.00 - 12/20/2024 Call
 

Master data

WKN: UL2AZF
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 99.38
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.24
Parity: -0.52
Time value: 0.03
Break-even: 34.29
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.50
Spread abs.: 0.00
Spread %: -3.33%
Delta: 0.15
Theta: 0.00
Omega: 15.02
Rho: 0.02
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.047
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+38.24%
1 Month
  -31.88%
3 Months  
+34.29%
YTD
  -62.99%
1 Year
  -65.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.029
1M High / 1M Low: 0.069 0.001
6M High / 6M Low: 0.106 0.001
High (YTD): 1/4/2024 0.156
Low (YTD): 6/28/2024 0.001
52W High: 9/21/2023 0.280
52W Low: 6/28/2024 0.001
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   0.043
Avg. volume 6M:   0.000
Avg. price 1Y:   0.103
Avg. volume 1Y:   0.000
Volatility 1M:   9,694.14%
Volatility 6M:   4,394.89%
Volatility 1Y:   3,099.66%
Volatility 3Y:   -