UBS Call 38 FRE 20.12.2024
/ DE000UL7T6K7
UBS Call 38 FRE 20.12.2024/ DE000UL7T6K7 /
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: |
|
- |