OverviewChartNewsTraderScreen

UBS Call 38 FRE 20.12.2024/  DE000UL7T6K7  /

UBS Investment Bank
09/10/2024  17:00:38 Chg.+0.020 Bid17:00:38 Ask17:00:38 Underlying Strike price Expiration date Option type
0.212EUR +10.42% 0.212
Bid Size: 10,000		 0.222
Ask Size: 10,000		 FRESENIUS SE+CO.KGAA... 38.00 - 20/12/2024 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: 20/12/2024
Issue date: 25/09/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 152.07
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.23
Parity: -4.24
Time value: 0.22
Break-even: 38.22
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.88
Spread abs.: 0.03
Spread %: 15.63%
Delta: 0.14
Theta: -0.01
Omega: 20.94
Rho: 0.01
 

Quote data

Open: 0.192
High: 0.212
Low: 0.191
Previous Close: 0.192
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.44%
1 Month  
+2.42%
3 Months  
+35.90%
YTD  
+2.91%
1 Year  
+6.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.209 0.191
1M High / 1M Low: 0.248 0.189
6M High / 6M Low: 0.248 0.149
High (YTD): 13/09/2024 0.248
Low (YTD): 04/04/2024 0.134
52W High: 13/09/2024 0.248
52W Low: 04/04/2024 0.134
Avg. price 1W:   0.199
Avg. volume 1W:   0.000
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   0.179
Avg. volume 6M:   0.000
Avg. price 1Y:   0.177
Avg. volume 1Y:   0.000
Volatility 1M:   93.39%
Volatility 6M:   66.10%
Volatility 1Y:   56.77%
Volatility 3Y:   -