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UBS Call 34 FRE 20.12.2024/  DE000UL7YE74  /

UBS Investment Bank
11/15/2024  9:25:47 AM Chg.-0.018 Bid9:25:47 AM Ask9:25:47 AM Underlying Strike price Expiration date Option type
0.242EUR -6.92% 0.242
Bid Size: 10,000		 0.250
Ask Size: 10,000		 FRESENIUS SE+CO.KGAA... 34.00 - 12/20/2024 Call
 

Master data

WKN: UL7YE7
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: 9/1/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 113.14
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.21
Parity: -1.19
Time value: 0.29
Break-even: 34.29
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 0.56
Spread abs.: 0.03
Spread %: 11.54%
Delta: 0.28
Theta: -0.01
Omega: 31.44
Rho: 0.01
 

Quote data

Open: 0.250
High: 0.260
Low: 0.237
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.32%
1 Month
  -32.78%
3 Months
  -16.55%
YTD
  -10.37%
1 Year  
+7.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.260
1M High / 1M Low: 0.450 0.260
6M High / 6M Low: 0.450 0.192
High (YTD): 11/6/2024 0.450
Low (YTD): 4/4/2024 0.157
52W High: 11/6/2024 0.450
52W Low: 4/4/2024 0.157
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.354
Avg. volume 1M:   0.000
Avg. price 6M:   0.300
Avg. volume 6M:   0.000
Avg. price 1Y:   0.259
Avg. volume 1Y:   0.000
Volatility 1M:   169.10%
Volatility 6M:   102.44%
Volatility 1Y:   82.08%
Volatility 3Y:   -