UBS Call 38 FRE 20.12.2024/  DE000UL7T6K7  /

UBS Investment Bank
2024-07-30  11:52:36 AM Chg.+0.010 Bid11:52:36 AM Ask11:52:36 AM Underlying Strike price Expiration date Option type
0.206EUR +5.10% 0.206
Bid Size: 10,000
0.216
Ask Size: 10,000
FRESENIUS SE+CO.KGAA... 38.00 - 2024-12-20 Call
 

Master data

WKN: UL7T6K
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 2024-12-20
Issue date: 2023-09-25
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 140.66
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.23
Parity: -6.21
Time value: 0.23
Break-even: 38.23
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.60
Spread abs.: 0.03
Spread %: 15.31%
Delta: 0.12
Theta: 0.00
Omega: 16.49
Rho: 0.01
 

Quote data

Open: 0.195
High: 0.207
Low: 0.194
Previous Close: 0.196
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.35%
1 Month  
+34.64%
3 Months  
+21.89%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.197 0.185
1M High / 1M Low: 0.197 0.154
6M High / 6M Low: 0.197 0.134
High (YTD): 2024-01-02 0.209
Low (YTD): 2024-04-04 0.134
52W High: - -
52W Low: - -
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.168
Avg. volume 1M:   0.000
Avg. price 6M:   0.163
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   63.95%
Volatility 6M:   54.29%
Volatility 1Y:   -
Volatility 3Y:   -